DAX Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:78.11% (-2.22%)
Parameter Estimates
param | t-stat | |
---|---|---|
26 | ||
0.1537 | 41.13 | |
0.7688 | 104.21 | |
-0.1197 | -16.44 | |
0.0777 | 2.16 | |
0.0115 | 4.07 | |
0.9858 | 279.04 |
Estimation Period:
Jan 2, 1992 to Apr 30, 2025
Jan 2, 1992 to Apr 30, 2025
News Impact Curve
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