V-Lab
Deutsche Borse SDAX Performance Index (XETRA) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 30th, 2024:16.50% (+0.51%)
Analysis last updated: Friday, December 27, 2024 at 07:08 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9290 | 5.63 | |
| 0.1157 | 6.30 | |
| 0.8421 | 38.33 | |
| 0.0243 | 1.69 | |
| -0.0359 | -2.06 |
Estimation Period:
Mar 5, 2013 to Dec 27, 2024
Mar 5, 2013 to Dec 27, 2024
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