DAX Volatility Index APARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:68.70% (-2.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1899 | 14.99 | |
| 0.0751 | 32.21 | |
| 0.8990 | 253.39 | |
| -0.7851 | -22.48 | |
| 0.8095 | 27.41 |
Estimation Period:
Jan 2, 1992 to Dec 23, 2025
Jan 2, 1992 to Dec 23, 2025
News Impact Curve
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