Deutsche Boerse AG German Stock Index DAX GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:13.85% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0359 | 14.67 | |
| 0.0151 | 5.85 | |
| 0.9014 | 461.33 | |
| 0.1226 | 22.84 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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