V-Lab
Deutsche Borse SDAX Performance Index (XETRA) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:16.02% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9149 | 5.73 | |
| 0.1235 | 6.54 | |
| 0.8319 | 36.81 | |
| 0.0212 | 1.62 | |
| -0.0318 | -2.01 |
Estimation Period:
Mar 5, 2013 to May 30, 2025
Mar 5, 2013 to May 30, 2025
News Impact Curve
Volatility Forecasts
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