Deutsche Borse AG DAX Mid-Cap Index EGARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
21.68%
increased by 1.29%
1 Week
21.41%
increased by 1.02%
1 Month
20.59%
increased by 0.20%
Analysis last updated: Saturday, May 9, 2026 at 02:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0089 | 5.94 | |
| 0.2025 | 55.28 | |
| 0.9648 | 881.13 | |
| -0.1076 | -29.53 |
Estimation Period:
Feb 29, 1996 to May 8, 2026
Feb 29, 1996 to May 8, 2026
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