Deutsche Borse AG DAX Mid-Cap Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:10.95% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0031 | 1.00 | |
| 0.8199 | 265.50 | |
| 0.1995 | 48.27 | |
| 0.0567 | 1.55 | |
| 0.2754 | 1.49 | |
| 0.6776 | 3.12 |
Estimation Period:
Feb 29, 1996 to Jan 2, 2026
Feb 29, 1996 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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