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, July 31st, 2025:14.99% (-0.21%)

Analysis last updated: Wednesday, July 30, 2025 at 06:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7839	8.66
$α$	0.1319	12.49
$β$	0.8469	80.02
$γ_{1}$	-0.0007	-3.46

Estimation Period:
Feb 29, 1996 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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