DAX Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:69.45% (-2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8081 | 24.14 | |
| 0.1334 | 23.64 | |
| 0.8497 | 210.63 | |
| -0.0914 | -11.77 |
Estimation Period:
Jan 2, 1992 to Apr 30, 2025
Jan 2, 1992 to Apr 30, 2025
News Impact Curve
Volatility Forecasts
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