Deutsche Borse AG DAX Mid-Cap Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:16.34% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0374 | 27.73 | |
| 0.0356 | 12.45 | |
| 0.8547 | 360.65 | |
| 0.1626 | 24.10 |
Estimation Period:
Feb 29, 1996 to Jan 30, 2026
Feb 29, 1996 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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