V-Lab
Deutsche Borse AG DAX Mid-Cap Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:16.59% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7841 | 8.65 | |
| 0.1322 | 12.50 | |
| 0.8466 | 79.88 | |
| -0.0007 | -3.46 |
Estimation Period:
Feb 29, 1996 to Jul 4, 2025
Feb 29, 1996 to Jul 4, 2025
News Impact Curve
Volatility Forecasts
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