Deutsche Borse AG DAX Mid-Cap Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.26% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0374 | 27.75 | |
| 0.0356 | 12.45 | |
| 0.8546 | 360.14 | |
| 0.1626 | 24.09 |
Estimation Period:
Feb 29, 1996 to Feb 6, 2026
Feb 29, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Deutsche Borse AG DAX Mid-Cap Index Analyses
Other GJR-GARCH Analyses on Equity Indices