Deutsche Borse AG DAX Mid-Cap Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:14.39% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0374 | 27.74 | |
| 0.0356 | 12.45 | |
| 0.8548 | 360.83 | |
| 0.1623 | 24.08 |
Estimation Period:
Feb 29, 1996 to Feb 20, 2026
Feb 29, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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