Deutsche Borse AG DAX Mid-Cap Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:10.76% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0372 | 27.65 | |
| 0.0356 | 12.45 | |
| 0.8549 | 360.57 | |
| 0.1624 | 24.09 |
Estimation Period:
Feb 29, 1996 to Jan 9, 2026
Feb 29, 1996 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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