V-Lab: Deutsche Borse AG DAX Mid-Cap Index Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Deutsche Borse AG DAX Mid-Cap Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:21.49% (-0.11%)

Analysis last updated: Thursday, May 8, 2025 at 06:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7862	8.47
$α$	0.1313	12.41
$β$	0.8482	79.95
$γ_{1}$	-0.0007	-3.45

Estimation Period:
Feb 29, 1996 to May 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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