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

V-Lab

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

Volatility Prediction for Friday, July 11th, 2025:15.44% (-0.54%)

Analysis last updated: Thursday, July 10, 2025 at 06:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1049	4.18
$α$	0.0899	11.17
$β$	0.8923	99.86
$γ_{1}$	0.0003	0.28

Estimation Period:
Jan 1, 1990 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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