Deutsche Borse AG DAX Mid-Cap Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:13.85% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7755 | 8.93 | |
| 0.1302 | 12.46 | |
| 0.8478 | 80.57 | |
| -0.0007 | -3.55 |
Estimation Period:
Feb 29, 1996 to Jan 16, 2026
Feb 29, 1996 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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