DAX Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:84.23% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7128 | 16.68 | |
| 0.1135 | 7.99 | |
| 0.7837 | 30.74 | |
| -0.0006 | -6.52 |
Estimation Period:
Jan 2, 1992 to Dec 23, 2025
Jan 2, 1992 to Dec 23, 2025
News Impact Curve
Volatility Forecasts
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