Deutsche Boerse AG German Stock Index DAX GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
15.21%
decreased by 0.49%
1 Week
15.47%
decreased by 0.23%
1 Month
16.31%
increased by 0.61%
Analysis last updated: Tuesday, June 16, 2026 at 08:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0361 | 14.76 | |
| 0.0145 | 5.71 | |
| 0.9016 | 462.15 | |
| 0.1235 | 23.42 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
Other Deutsche Boerse AG German Stock Index DAX Analyses
Other GJR-GARCH Analyses on Equity Indices