Deutsche Boerse AG German Stock Index DAX GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:15.90% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0361 | 14.67 | |
| 0.0151 | 5.85 | |
| 0.9011 | 460.95 | |
| 0.1230 | 22.87 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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