V-Lab
Deutsche Borse SDAX Performance Index (XETRA) GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 30th, 2024:15.72% (-0.56%)
Analysis last updated: Friday, December 27, 2024 at 07:08 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0414 | 16.29 | |
| 0.0234 | 4.89 | |
| 0.8645 | 225.02 | |
| 0.1498 | 12.50 |
Estimation Period:
Mar 5, 2013 to Dec 27, 2024
Mar 5, 2013 to Dec 27, 2024
News Impact Curve
Volatility Forecasts
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