V-Lab
Deutsche Borse AG DAX Mid-Cap Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 27th, 2024:17.01% (-0.96%)
Analysis last updated: Monday, December 23, 2024 at 07:08 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0360 | 26.72 | |
| 0.0325 | 11.97 | |
| 0.8581 | 370.02 | |
| 0.1635 | 24.85 |
Estimation Period:
Feb 29, 1996 to Dec 23, 2024
Feb 29, 1996 to Dec 23, 2024
News Impact Curve
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