V-Lab
Deutsche Borse AG DAX Mid-Cap Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 19th, 2025:12.53% (-0.49%)
Analysis last updated: Tuesday, February 18, 2025 at 07:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0360 | 26.82 | |
| 0.0326 | 12.06 | |
| 0.8586 | 371.36 | |
| 0.1621 | 24.72 |
Estimation Period:
Feb 29, 1996 to Feb 14, 2025
Feb 29, 1996 to Feb 14, 2025
News Impact Curve
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