V-Lab: DAX Volatility Index EGARCH Volatility Analysis

V-Lab

DAX Volatility Index EGARCH Volatility Analysis

Volatility Prediction for Friday, May 16th, 2025:87.48% (-3.19%)

Analysis last updated: Saturday, May 17, 2025 at 12:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1633	16.50
$α$	0.1355	26.61
$β$	0.9525	407.75
$γ$	0.0899	15.45

Estimation Period:
Jan 2, 1992 to Apr 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts