DAX Volatility Index AGARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
72.17%
decreased by 3.48%
1 Week
75.00%
decreased by 0.65%
1 Month
81.45%
increased by 5.80%
Analysis last updated: Saturday, May 23, 2026 at 01:54 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7795 | 21.15 | |
| 0.1083 | 48.97 | |
| 0.8105 | 281.23 | |
| -2.7076 | -21.60 |
Estimation Period:
Jan 2, 1992 to Apr 30, 2026
Jan 2, 1992 to Apr 30, 2026
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