V-Lab: DAX Volatility Index Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

DAX Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, December 20th, 2024:128.64% (+51.13%)

Analysis last updated: Friday, December 20, 2024 at 09:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7169	15.33
$α$	0.1072	7.67
$β$	0.8034	33.27
$γ_{1}$	-0.0007	-5.89

Estimation Period:
Jan 2, 1992 to Mar 28, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts