Deutsche Borse AG DAX Mid-Cap Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
23.14%
decreased by 0.57%
1 Week
23.10%
decreased by 0.61%
1 Month
22.93%
decreased by 0.78%
Analysis last updated: Saturday, May 9, 2026 at 02:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7745 | 8.86 | |
| 0.1305 | 12.57 | |
| 0.8479 | 81.14 | |
| -0.0007 | -3.65 |
Estimation Period:
Feb 29, 1996 to May 8, 2026
Feb 29, 1996 to May 8, 2026
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