Deutsche Boerse AG German Stock Index DAX GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:23.89% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0363 | 14.69 | |
| 0.0151 | 5.84 | |
| 0.9009 | 460.58 | |
| 0.1234 | 22.90 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
Other Deutsche Boerse AG German Stock Index DAX Analyses
Other GJR-GARCH Analyses on Equity Indices