V-Lab
Deutsche Borse AG DAX Mid-Cap Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, July 29th, 2024:13.26% (-0.66%)
Analysis last updated: Friday, July 26, 2024 at 06:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8242 | 265.71 | |
| 0.2008 | 50.15 | |
| 0.0514 | 1.81 | |
| 0.2644 | 1.75 | |
| 0.6926 | 3.92 |
Estimation Period:
Feb 29, 1996 to Jul 26, 2024
Feb 29, 1996 to Jul 26, 2024
News Impact Curve
Volatility Forecasts
Other Deutsche Borse AG DAX Mid-Cap Index Analyses