Deutsche Borse AG DAX Mid-Cap Index EGARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:16.37% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0086 | 5.70 | |
| 0.2031 | 54.68 | |
| 0.9645 | 872.86 | |
| -0.1074 | -29.24 |
Estimation Period:
Feb 29, 1996 to Dec 5, 2025
Feb 29, 1996 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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