Deutsche Borse AG DAX Mid-Cap Index GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:14.32% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0271 | 25.46 | |
| 0.1281 | 51.50 | |
| 0.8546 | 341.58 |
Estimation Period:
Feb 29, 1996 to Nov 14, 2025
Feb 29, 1996 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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