Deutsche Boerse AG German Stock Index DAX GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:14.59% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0361 | 14.53 | |
| 0.0149 | 5.75 | |
| 0.9017 | 459.80 | |
| 0.1225 | 22.68 |
Estimation Period:
Jan 1, 1990 to Dec 5, 2025
Jan 1, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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