Deutsche Borse AG DAX Mid-Cap Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:11.49% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0372 | 27.58 | |
| 0.0355 | 12.38 | |
| 0.8548 | 359.92 | |
| 0.1628 | 24.15 |
Estimation Period:
Feb 29, 1996 to Dec 23, 2025
Feb 29, 1996 to Dec 23, 2025
News Impact Curve
Volatility Forecasts
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