V-Lab
Deutsche Borse SDAX Performance Index (XETRA) GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:16.85% (-0.22%)
Analysis last updated: Friday, April 26, 2024 at 06:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0410 | 15.95 | |
| 0.0261 | 5.21 | |
| 0.8625 | 219.07 | |
| 0.1508 | 12.04 |
Estimation Period:
Mar 5, 2013 to Apr 26, 2024
Mar 5, 2013 to Apr 26, 2024
News Impact Curve
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