Deutsche Boerse AG German Stock Index DAX AGARCH Volatility Analysis
Volatility prediction for Wednesday, May 20th, 2026
1 Day
20.23%
decreased by 1.07%
1 Week
20.28%
decreased by 1.02%
1 Month
20.44%
decreased by 0.86%
Analysis last updated: Wednesday, May 20, 2026 at 01:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0072 | -2.07 | |
| 0.0793 | 31.79 | |
| 0.8928 | 391.77 | |
| 0.8436 | 21.90 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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