Deutsche Borse AG DAX Mid-Cap Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.97% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0032 | 1.04 | |
| 0.8191 | 264.39 | |
| 0.1996 | 48.31 | |
| 0.0575 | 1.51 | |
| 0.2785 | 1.45 | |
| 0.6741 | 2.99 |
Estimation Period:
Feb 29, 1996 to Feb 6, 2026
Feb 29, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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