Deutsche Boerse AG German Stock Index DAX GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:11.06% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0360 | 14.59 | |
| 0.0152 | 5.90 | |
| 0.9011 | 461.15 | |
| 0.1230 | 22.85 |
Estimation Period:
Jan 1, 1990 to Jan 16, 2026
Jan 1, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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