Deutsche Borse AG DAX Mid-Cap Index AGARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:15.77% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0168 | 10.06 | |
| 0.1161 | 51.80 | |
| 0.8492 | 343.40 | |
| 0.5308 | 39.53 |
Estimation Period:
Feb 29, 1996 to Oct 31, 2025
Feb 29, 1996 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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