Deutsche Borse AG DAX Mid-Cap Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
18.87%
increased by 2.37%
1 Week
18.84%
increased by 2.34%
1 Month
18.76%
increased by 2.26%
Analysis last updated: Tuesday, June 9, 2026 at 07:03 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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