Deutsche Borse AG DAX Mid-Cap Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 3rd, 2025:17.17% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0371 | 27.58 | |
| 0.0355 | 12.37 | |
| 0.8551 | 360.48 | |
| 0.1627 | 24.14 |
Estimation Period:
Feb 29, 1996 to Nov 28, 2025
Feb 29, 1996 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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