Deutsche Borse AG DAX Mid-Cap Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:26.05% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7611 | 7.87 | |
| 0.1311 | 12.50 | |
| 0.8467 | 79.96 | |
| -0.0009 | -1.00 |
Estimation Period:
Feb 29, 1996 to Mar 6, 2026
Feb 29, 1996 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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