Deutsche Borse AG DAX Mid-Cap Index EGARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:12.61% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0085 | 5.67 | |
| 0.2035 | 54.77 | |
| 0.9644 | 870.38 | |
| -0.1077 | -29.29 |
Estimation Period:
Feb 29, 1996 to Dec 19, 2025
Feb 29, 1996 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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