V-Lab
Deutsche Borse TecDAX Total Return Selection Index EGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:19.49% (+1.77%)
Analysis last updated: Thursday, April 18, 2024 at 06:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0203 | 16.81 | |
| 0.2033 | 48.85 | |
| 0.9818 | 1380.87 | |
| -0.0593 | -15.37 |
Estimation Period:
Jan 2, 1998 to Apr 12, 2024
Jan 2, 1998 to Apr 12, 2024
News Impact Curve
Volatility Forecasts
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