Deutsche Borse AG DAX Mid-Cap Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:12.88% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7758 | 8.90 | |
| 0.1304 | 12.46 | |
| 0.8477 | 80.45 | |
| -0.0007 | -3.54 |
Estimation Period:
Feb 29, 1996 to Dec 23, 2025
Feb 29, 1996 to Dec 23, 2025
News Impact Curve
Volatility Forecasts
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