V-Lab
Deutsche Borse AG DAX Mid-Cap Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 12th, 2025:31.60% (+0.11%)
Analysis last updated: Tuesday, March 11, 2025 at 07:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0033 | 1.07 | |
| 0.8214 | 266.18 | |
| 0.1986 | 47.98 | |
| 0.0575 | 1.40 | |
| 0.2949 | 1.35 | |
| 0.6596 | 2.60 |
Estimation Period:
Feb 29, 1996 to Mar 7, 2025
Feb 29, 1996 to Mar 7, 2025
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