Deutsche Borse AG DAX Mid-Cap Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:27.59% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0376 | 27.77 | |
| 0.0354 | 12.37 | |
| 0.8545 | 360.23 | |
| 0.1636 | 24.23 |
Estimation Period:
Feb 29, 1996 to Mar 6, 2026
Feb 29, 1996 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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