Deutsche Boerse AG German Stock Index DAX MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 16th, 2025:14.13% (-0.43%)
Parameter Estimates
param | t-stat | |
---|---|---|
36 | ||
0.0000 | 0.00 | |
0.8474 | 194.62 | |
0.1660 | 35.32 | |
0.0081 | 2.45 | |
0.0276 | 2.32 | |
0.9671 | 67.00 |
Estimation Period:
Jan 1, 1990 to Oct 10, 2025
Jan 1, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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