Deutsche Boerse AG German Stock Index DAX GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:11.14% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0361 | 14.53 | |
| 0.0152 | 5.89 | |
| 0.9011 | 460.93 | |
| 0.1229 | 22.73 |
Estimation Period:
Jan 1, 1990 to Jan 9, 2026
Jan 1, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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