Deutsche Borse AG DAX Mid-Cap Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
19.50%
increased by 5.43%
1 Week
19.44%
increased by 5.37%
1 Month
19.24%
increased by 5.17%
Analysis last updated: Tuesday, July 7, 2026 at 07:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0366 | 27.63 | |
| 0.0349 | 12.69 | |
| 0.8570 | 369.22 | |
| 0.1616 | 24.71 |
Estimation Period:
Feb 29, 1996 to Jul 3, 2026
Feb 29, 1996 to Jul 3, 2026
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