Deutsche Borse AG DAX Mid-Cap Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
18.47%
decreased by 0.29%
1 Week
18.51%
decreased by 0.25%
1 Month
18.64%
decreased by 0.12%
Analysis last updated: Friday, June 12, 2026 at 08:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 10.11 | |
| 0.1155 | 52.37 | |
| 0.8503 | 349.21 | |
| 0.5316 | 40.10 |
Estimation Period:
Feb 29, 1996 to Jun 12, 2026
Feb 29, 1996 to Jun 12, 2026
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