V-Lab
Deutsche Borse SDAX Performance Index (XETRA) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:19.54% (+1.87%)
Analysis last updated: Friday, April 26, 2024 at 06:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9526 | 5.47 | |
| 0.1164 | 6.13 | |
| 0.8432 | 38.12 | |
| 0.0320 | 1.89 | |
| -0.0464 | -2.23 |
Estimation Period:
Mar 5, 2013 to Apr 26, 2024
Mar 5, 2013 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
Other Deutsche Borse SDAX Performance Index (XETRA) Analyses