V-Lab: DAX Volatility Index AGARCH Volatility Analysis

V-Lab

DAX Volatility Index AGARCH Volatility Analysis

Volatility Prediction for Friday, June 27th, 2025:97.27% (-7.23%)

Analysis last updated: Saturday, June 28, 2025 at 12:56 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7315	21.16
$α$	0.1075	48.57
$β$	0.8143	284.92
$γ$	-2.6007	-20.46

Estimation Period:
Jan 2, 1992 to Apr 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts