V-Lab
Deutsche Borse SDAX Performance Index (XETRA) MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 30th, 2024:16.32% (-0.99%)
Analysis last updated: Friday, December 27, 2024 at 07:08 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.7852 | 101.70 | |
| 0.2095 | 31.76 | |
| 0.0174 | 2.52 | |
| 0.0922 | 3.44 | |
| 0.8932 | 27.39 |
Estimation Period:
Mar 5, 2013 to Dec 27, 2024
Mar 5, 2013 to Dec 27, 2024
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