Deutsche Borse AG DAX Mid-Cap Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:18.39% (+2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7754 | 8.82 | |
| 0.1307 | 12.44 | |
| 0.8476 | 80.37 | |
| -0.0007 | -3.56 |
Estimation Period:
Feb 29, 1996 to Oct 17, 2025
Feb 29, 1996 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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