DAX Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:90.85% (-3.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7553 | 20.91 | |
| 0.1064 | 48.79 | |
| 0.8127 | 285.15 | |
| -2.7188 | -21.31 |
Estimation Period:
Jan 2, 1992 to Dec 30, 2025
Jan 2, 1992 to Dec 30, 2025
News Impact Curve
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