DAX Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, March 27th, 2026
1 Day
96.90%
increased by 0.55%
1 Week
98.17%
increased by 1.82%
1 Month
100.82%
increased by 4.47%
Analysis last updated: Friday, March 27, 2026 at 07:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7125 | 16.69 | |
| 0.1134 | 7.99 | |
| 0.7837 | 30.73 | |
| -0.0006 | -6.52 |
Estimation Period:
Jan 2, 1992 to Dec 30, 2025
Jan 2, 1992 to Dec 30, 2025
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