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 Monday, July 14th, 2025:16.51% (-0.08%)

Analysis last updated: Friday, July 11, 2025 at 06:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7836	8.64
$α$	0.1320	12.50
$β$	0.8468	80.01
$γ_{1}$	-0.0007	-3.47

Estimation Period:
Feb 29, 1996 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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