V-Lab
Deutsche Borse AG DAX Mid-Cap Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, September 17th, 2024:12.38% (+0.10%)
Analysis last updated: Monday, September 16, 2024 at 06:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0360 | 26.57 | |
| 0.0317 | 11.64 | |
| 0.8580 | 369.03 | |
| 0.1653 | 25.06 |
Estimation Period:
Feb 29, 1996 to Sep 13, 2024
Feb 29, 1996 to Sep 13, 2024
News Impact Curve
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