V-Lab: DAX Volatility Index APARCH Volatility Analysis

V-Lab

DAX Volatility Index APARCH Volatility Analysis

Volatility Prediction for Friday, April 11th, 2025:178.78% (-9.30%)

Analysis last updated: Saturday, April 12, 2025 at 02:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1878	14.57
$α$	0.0750	31.40
$β$	0.8997	251.67
$γ$	-0.7547	-20.83
$δ$	0.8171	26.81

Estimation Period:
Jan 2, 1992 to Apr 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts