Deutsche Borse AG DAX Mid-Cap Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.75% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7536 | 7.88 | |
| 0.1305 | 12.47 | |
| 0.8473 | 80.20 | |
| -0.0011 | -1.14 |
Estimation Period:
Feb 29, 1996 to Feb 6, 2026
Feb 29, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Deutsche Borse AG DAX Mid-Cap Index Analyses
Other Spline-GARCH Analyses on Equity Indices