V-Lab
Deutsche Borse AG DAX Mid-Cap Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 12th, 2025:33.36% (-0.27%)
Analysis last updated: Tuesday, March 11, 2025 at 07:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0364 | 27.11 | |
| 0.0377 | 12.97 | |
| 0.8548 | 354.71 | |
| 0.1611 | 23.57 |
Estimation Period:
Feb 29, 1996 to Mar 7, 2025
Feb 29, 1996 to Mar 7, 2025
News Impact Curve
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