V-Lab
Deutsche Borse AG DAX Mid-Cap Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, September 25th, 2023:17.72% (-1.20%)
Analysis last updated: Friday, September 22, 2023 at 05:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7909 | 8.06 | |
| 0.1325 | 12.27 | |
| 0.8477 | 78.80 | |
| -0.0008 | -3.27 |
Estimation Period:
Feb 29, 1996 to Sep 22, 2023
Feb 29, 1996 to Sep 22, 2023
News Impact Curve
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