V-Lab
Deutsche Borse AG DAX Mid-Cap Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, September 25th, 2023:20.26% (-1.34%)
Analysis last updated: Friday, September 22, 2023 at 05:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8224 | 259.36 | |
| 0.2044 | 49.96 | |
| 0.0495 | 1.98 | |
| 0.2574 | 1.92 | |
| 0.7020 | 4.50 |
Estimation Period:
Feb 29, 1996 to Sep 22, 2023
Feb 29, 1996 to Sep 22, 2023
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