Deutsche Borse AG DAX Mid-Cap Index EGARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:12.25% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0085 | 5.66 | |
| 0.2037 | 54.79 | |
| 0.9644 | 869.57 | |
| -0.1077 | -29.31 |
Estimation Period:
Feb 29, 1996 to Dec 23, 2025
Feb 29, 1996 to Dec 23, 2025
News Impact Curve
Volatility Forecasts
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