V-Lab: DAX Volatility Index GJR-GARCH Volatility Analysis

V-Lab

DAX Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, June 13th, 2025:99.41% (+20.74%)

Analysis last updated: Saturday, June 14, 2025 at 12:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8081	24.14
$α$	0.1334	23.64
$β$	0.8497	210.63
$γ$	-0.0914	-11.77

Estimation Period:
Jan 2, 1992 to Apr 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts