Deutsche Boerse AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.72% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0672 | 20.66 | |
| 0.0497 | 15.99 | |
| 0.9005 | 355.35 | |
| 0.0557 | 8.09 |
Estimation Period:
Feb 2, 2001 to Feb 6, 2026
Feb 2, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Deutsche Boerse AG Analyses
Other GJR-GARCH Analyses on International Equities