Deutsche Borse AG DAX Mid-Cap Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
16.50%
increased by 0.93%
1 Week
16.60%
increased by 1.03%
1 Month
16.95%
increased by 1.38%
Analysis last updated: Monday, June 8, 2026 at 07:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0366 | 27.61 | |
| 0.0350 | 12.71 | |
| 0.8568 | 368.69 | |
| 0.1616 | 24.64 |
Estimation Period:
Feb 29, 1996 to Jun 5, 2026
Feb 29, 1996 to Jun 5, 2026
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