Deutsche Boerse AG German Stock Index DAX EGARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:14.89% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0136 | 4.65 | |
| 0.1209 | 16.98 | |
| 0.9766 | 711.80 | |
| -0.0914 | -28.60 |
Estimation Period:
Jan 1, 1990 to Oct 24, 2025
Jan 1, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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