V-Lab
Deutsche Borse AG DAX Mid-Cap Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 12th, 2025:37.34% (-1.71%)
Analysis last updated: Tuesday, March 11, 2025 at 07:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7895 | 8.44 | |
| 0.1312 | 12.33 | |
| 0.8483 | 79.41 | |
| -0.0007 | -3.44 |
Estimation Period:
Feb 29, 1996 to Mar 7, 2025
Feb 29, 1996 to Mar 7, 2025
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