Deutsche Borse AG DAX Mid-Cap Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:19.59% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0087 | 5.79 | |
| 0.2036 | 54.71 | |
| 0.9645 | 872.03 | |
| -0.1078 | -29.30 |
Estimation Period:
Feb 29, 1996 to Oct 17, 2025
Feb 29, 1996 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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