DAX Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
84.51%
decreased by 2.49%
1 Week
84.81%
decreased by 2.19%
1 Month
85.81%
decreased by 1.19%
Analysis last updated: Saturday, May 23, 2026 at 01:54 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 32.3300 | 8.24 | |
| 0.0716 | 29.81 | |
| 0.9743 | 284.87 | |
| 5.1180 | 7.35 |
Estimation Period:
Jan 2, 1992 to Apr 30, 2026
Jan 2, 1992 to Apr 30, 2026
Other DAX Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices