Deutsche Borse AG DAX Mid-Cap Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
25.96%
decreased by 1.69%
1 Week
25.61%
decreased by 2.04%
1 Month
24.40%
decreased by 3.25%
Analysis last updated: Friday, April 10, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0370 | 27.57 | |
| 0.0351 | 12.40 | |
| 0.8557 | 365.06 | |
| 0.1631 | 24.43 |
Estimation Period:
Feb 29, 1996 to Apr 10, 2026
Feb 29, 1996 to Apr 10, 2026
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