DAX Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:92.33% (-4.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1962 | 14.66 | |
| 0.0770 | 31.65 | |
| 0.8967 | 246.21 | |
| -0.7519 | -20.93 | |
| 0.8233 | 27.23 |
Estimation Period:
Jan 2, 1992 to Apr 30, 2025
Jan 2, 1992 to Apr 30, 2025
News Impact Curve
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