Deutsche Borse AG DAX Mid-Cap Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:11.73% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0031 | 1.03 | |
| 0.8198 | 265.41 | |
| 0.1994 | 48.27 | |
| 0.0564 | 1.57 | |
| 0.2737 | 1.51 | |
| 0.6796 | 3.20 |
Estimation Period:
Feb 29, 1996 to Dec 19, 2025
Feb 29, 1996 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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