DAX Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
71.96%
decreased by 3.36%
1 Week
72.98%
decreased by 2.34%
1 Month
76.36%
increased by 1.04%
Analysis last updated: Friday, June 12, 2026 at 10:27 PM 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
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