Deutsche Boerse AG German Stock Index DAX GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, May 27th, 2026
1 Day
18.11%
decreased by 0.02%
1 Week
18.21%
increased by 0.08%
1 Month
18.55%
increased by 0.42%
Analysis last updated: Wednesday, May 27, 2026 at 01:12 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0360 | 14.76 | |
| 0.0146 | 5.74 | |
| 0.9017 | 462.41 | |
| 0.1233 | 23.36 |
Estimation Period:
Jan 1, 1990 to May 22, 2026
Jan 1, 1990 to May 22, 2026
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