V-Lab
Deutsche Borse AG DAX Mid-Cap Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 5th, 2025:15.16% (-0.91%)
Analysis last updated: Tuesday, February 4, 2025 at 07:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7835 | 8.65 | |
| 0.1291 | 12.30 | |
| 0.8500 | 80.24 | |
| -0.0007 | -3.35 |
Estimation Period:
Feb 29, 1996 to Jan 31, 2025
Feb 29, 1996 to Jan 31, 2025
News Impact Curve
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