Deutsche Borse AG DAX Mid-Cap Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:15.68% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0372 | 27.56 | |
| 0.0355 | 12.38 | |
| 0.8549 | 359.96 | |
| 0.1628 | 24.13 |
Estimation Period:
Feb 29, 1996 to Nov 7, 2025
Feb 29, 1996 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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