Deutsche Borse AG DAX Mid-Cap Index APARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
20.18%
decreased by 1.57%
1 Week
20.11%
decreased by 1.64%
1 Month
19.87%
decreased by 1.88%
Analysis last updated: Thursday, June 11, 2026 at 08:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0380 | 36.76 | |
| 0.1092 | 49.54 | |
| 0.8794 | 405.44 | |
| 0.5710 | 33.57 | |
| 1.0955 | 37.85 |
Estimation Period:
Feb 29, 1996 to Jun 5, 2026
Feb 29, 1996 to Jun 5, 2026
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