Deutsche Borse AG DAX Mid-Cap Index GARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:15.75% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0271 | 25.42 | |
| 0.1281 | 51.40 | |
| 0.8547 | 341.04 |
Estimation Period:
Feb 29, 1996 to Oct 10, 2025
Feb 29, 1996 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other Deutsche Borse AG DAX Mid-Cap Index Analyses
Other GARCH Analyses on Equity Indices