DAX Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:68.05% (-2.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6571 | 24.82 | |
| 0.1011 | 33.99 | |
| 0.8476 | 197.30 |
Estimation Period:
Jan 2, 1992 to Apr 30, 2025
Jan 2, 1992 to Apr 30, 2025
News Impact Curve
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