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 Thursday, September 18th, 2025:15.07% (-0.73%)

Analysis last updated: Wednesday, September 17, 2025 at 06:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7787	8.77
$α$	0.1310	12.47
$β$	0.8475	80.36
$γ_{1}$	-0.0007	-3.51

Estimation Period:
Feb 29, 1996 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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