DAX Volatility Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
65.45%
decreased by 1.22%
1 Week
68.21%
increased by 1.54%
1 Month
75.09%
increased by 8.42%
Analysis last updated: Friday, June 5, 2026 at 08:22 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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