DAX Volatility Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, March 27th, 2026
1 Day
103.92%
increased by 0.18%
1 Week
101.85%
decreased by 1.89%
1 Month
96.11%
decreased by 7.63%
Analysis last updated: Friday, March 27, 2026 at 07:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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
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