V-Lab
DAX Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 2nd, 2025:106.05% (-4.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7133 | 16.18 | |
| 0.1135 | 7.90 | |
| 0.7876 | 31.16 | |
| -0.0007 | -6.32 |
Estimation Period:
Jan 2, 1992 to Apr 30, 2025
Jan 2, 1992 to Apr 30, 2025
News Impact Curve
Volatility Forecasts
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