V-Lab
Deutsche Borse AG DAX Mid-Cap Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, July 29th, 2024:12.92% (-0.04%)
Analysis last updated: Friday, July 26, 2024 at 06:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7849 | 8.40 | |
| 0.1296 | 12.25 | |
| 0.8501 | 80.08 | |
| -0.0007 | -3.32 |
Estimation Period:
Feb 29, 1996 to Jul 26, 2024
Feb 29, 1996 to Jul 26, 2024
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