DAX Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 9th, 2026:71.76% (-2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8469 | 24.42 | |
| 0.1333 | 23.88 | |
| 0.8496 | 212.83 | |
| -0.0939 | -12.36 |
Estimation Period:
Jan 2, 1992 to Dec 30, 2025
Jan 2, 1992 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
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