DAX Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:105.12% (+13.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1891 | 14.97 | |
| 0.0750 | 32.24 | |
| 0.8992 | 253.72 | |
| -0.7832 | -22.43 | |
| 0.8083 | 27.35 |
Estimation Period:
Jan 2, 1992 to Dec 30, 2025
Jan 2, 1992 to Dec 30, 2025
News Impact Curve
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