DAX Volatility Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
72.77%
decreased by 2.55%
1 Week
74.45%
decreased by 0.87%
1 Month
78.77%
increased by 3.45%
Analysis last updated: Friday, June 12, 2026 at 10:26 PM 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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