Deutsche Borse AG DAX Mid-Cap Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:29.95% (-2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0029 | 0.96 | |
| 0.8189 | 264.68 | |
| 0.2005 | 48.44 | |
| 0.0572 | 1.53 | |
| 0.2767 | 1.47 | |
| 0.6766 | 3.07 |
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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