V-Lab
Deutsche Borse TecDAX Total Return Selection Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 27th, 2024:16.36% (-0.63%)
Analysis last updated: Monday, December 23, 2024 at 07:08 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0351 | 22.87 | |
| 0.0585 | 18.01 | |
| 0.8876 | 429.60 | |
| 0.0857 | 13.64 |
Estimation Period:
Jan 2, 1998 to Dec 23, 2024
Jan 2, 1998 to Dec 23, 2024
News Impact Curve
Volatility Forecasts
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