DAX Volatility Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
75.06%
decreased by 2.35%
1 Week
76.42%
decreased by 0.99%
1 Month
79.96%
increased by 2.55%
Analysis last updated: Saturday, May 23, 2026 at 01:53 AM 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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