DAX Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, December 19th, 2025:70.76% (-3.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7315 | 21.16 | |
| 0.1075 | 48.57 | |
| 0.8143 | 284.92 | |
| -2.6007 | -20.46 |
Estimation Period:
Jan 2, 1992 to Apr 30, 2025
Jan 2, 1992 to Apr 30, 2025
News Impact Curve
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