DAX Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:75.04% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1570 | 42.22 | |
| 0.7610 | 100.66 | |
| -0.1253 | -17.28 | |
| 0.0867 | 2.09 | |
| 0.0123 | 3.91 | |
| 0.9848 | 247.61 |
Estimation Period:
Jan 2, 1992 to Dec 23, 2025
Jan 2, 1992 to Dec 23, 2025
News Impact Curve
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