V-Lab: Deutsche Boerse AG German Stock Index DAX Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Deutsche Boerse AG German Stock Index DAX Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 30th, 2025:14.30% (+0.34%)

Analysis last updated: Tuesday, July 29, 2025 at 06:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0971	5.80
$α$	0.0898	11.10
$β$	0.8923	99.70
$γ_{1}$	0.0002	0.78

Estimation Period:
Jan 1, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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