DAX Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:110.89% (+13.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1604 | 16.10 | |
| 0.1307 | 26.46 | |
| 0.9533 | 412.50 | |
| 0.0915 | 16.05 |
Estimation Period:
Jan 2, 1992 to Dec 30, 2025
Jan 2, 1992 to Dec 30, 2025
News Impact Curve
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