V-Lab
Deutsche Borse AG DAX Mid-Cap Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 13th, 2024:19.83% (+6.14%)
Analysis last updated: Tuesday, November 12, 2024 at 07:11 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8238 | 266.01 | |
| 0.2001 | 49.90 | |
| 0.0520 | 1.76 | |
| 0.2655 | 1.70 | |
| 0.6910 | 3.79 |
Estimation Period:
Feb 29, 1996 to Nov 8, 2024
Feb 29, 1996 to Nov 8, 2024
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