Deutsche Borse AG DAX Mid-Cap Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:18.01% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0033 | 1.08 | |
| 0.8192 | 264.77 | |
| 0.1997 | 48.36 | |
| 0.0568 | 1.55 | |
| 0.2754 | 1.49 | |
| 0.6780 | 3.13 |
Estimation Period:
Feb 29, 1996 to Jan 23, 2026
Feb 29, 1996 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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