Deutsche Borse AG DAX Mid-Cap Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
23.78%
decreased by 0.44%
1 Week
23.65%
decreased by 0.57%
1 Month
23.18%
decreased by 1.04%
Analysis last updated: Saturday, May 9, 2026 at 02:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4686 | 9.75 | |
| 0.1123 | 32.12 | |
| 0.9841 | 562.34 | |
| 10.5949 | 4.51 |
Estimation Period:
Feb 29, 1996 to May 8, 2026
Feb 29, 1996 to May 8, 2026
Other Deutsche Borse AG DAX Mid-Cap Index Analyses
Other GAS-GARCH Student T Analyses on Equity Indices