Deutsche Borse AG DAX Mid-Cap Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
19.33%
increased by 0.88%
1 Week
19.28%
increased by 0.83%
1 Month
19.12%
increased by 0.67%
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 | |
|---|---|---|
| 0.0367 | 27.60 | |
| 0.0352 | 12.64 | |
| 0.8565 | 367.77 | |
| 0.1619 | 24.55 |
Estimation Period:
Feb 29, 1996 to May 8, 2026
Feb 29, 1996 to May 8, 2026
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