DAX Volatility Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
83.75%
decreased by 3.71%
1 Week
84.00%
decreased by 3.46%
1 Month
84.65%
decreased by 2.81%
Analysis last updated: Saturday, May 2, 2026 at 03:34 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8660 | 24.90 | |
| 0.1354 | 24.21 | |
| 0.8477 | 213.97 | |
| -0.0940 | -12.33 |
Estimation Period:
Jan 2, 1992 to Apr 30, 2026
Jan 2, 1992 to Apr 30, 2026
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