V-Lab: DAX Volatility Index MF2-GARCH Volatility Analysis

V-Lab

DAX Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, June 27th, 2025:93.86% (-4.68%)

Analysis last updated: Saturday, June 28, 2025 at 12:56 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1537	41.13
$β$	0.7688	104.21
$γ$	-0.1197	-16.44
$λ_{1}$	0.0777	2.16
$λ_{2}$	0.0115	4.07
$λ_{3}$	0.9858	279.04

Estimation Period:
Jan 2, 1992 to Apr 30, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts