DAX Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:83.41% (+4.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1566 | 42.14 | |
| 0.7611 | 100.67 | |
| -0.1248 | -17.20 | |
| 0.0860 | 2.08 | |
| 0.0123 | 3.92 | |
| 0.9848 | 248.50 |
Estimation Period:
Jan 2, 1992 to Dec 30, 2025
Jan 2, 1992 to Dec 30, 2025
News Impact Curve
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