Deutsche Borse AG DAX Mid-Cap Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:15.18% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0372 | 27.56 | |
| 0.0356 | 12.39 | |
| 0.8549 | 359.94 | |
| 0.1631 | 24.16 |
Estimation Period:
Feb 29, 1996 to Oct 24, 2025
Feb 29, 1996 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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