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

V-Lab

DAX Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 30th, 2025:115.26% (-9.19%)

Analysis last updated: Friday, May 30, 2025 at 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7133	16.18
$α$	0.1135	7.90
$β$	0.7876	31.16
$γ_{1}$	-0.0007	-6.32

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts