Deutsche Borse AG DAX Mid-Cap Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 5th, 2025:16.48% (+2.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0031 | 1.00 | |
| 0.8197 | 265.09 | |
| 0.1999 | 48.26 | |
| 0.0571 | 1.53 | |
| 0.2775 | 1.47 | |
| 0.6755 | 3.05 |
Estimation Period:
Feb 29, 1996 to Oct 31, 2025
Feb 29, 1996 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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