Deutsche Borse AG DAX Mid-Cap Index EGARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:10.66% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0086 | 5.70 | |
| 0.2035 | 54.84 | |
| 0.9644 | 871.19 | |
| -0.1075 | -29.28 |
Estimation Period:
Feb 29, 1996 to Jan 9, 2026
Feb 29, 1996 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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