V-Lab
Deutsche Borse SDAX Performance Index (XETRA) APARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:15.61% (-0.10%)
Analysis last updated: Wednesday, April 24, 2024 at 06:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0429 | 24.52 | |
| 0.0968 | 28.02 | |
| 0.8868 | 257.93 | |
| 0.7256 | 23.71 | |
| 0.9390 | 21.47 |
Estimation Period:
Mar 5, 2013 to Apr 19, 2024
Mar 5, 2013 to Apr 19, 2024
News Impact Curve
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