Deutsche Boerse AG German Stock Index DAX GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:12.18% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0361 | 14.47 | |
| 0.0152 | 5.88 | |
| 0.9012 | 460.71 | |
| 0.1228 | 22.64 |
Estimation Period:
Jan 1, 1990 to Dec 23, 2025
Jan 1, 1990 to Dec 23, 2025
News Impact Curve
Volatility Forecasts
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