DAX Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
78.36%
decreased by 0.85%
1 Week
83.72%
increased by 4.51%
1 Month
94.04%
increased by 14.83%
Analysis last updated: Friday, June 5, 2026 at 08:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7092 | 16.88 | |
| 0.1164 | 8.11 | |
| 0.7776 | 30.11 | |
| -0.0006 | -6.77 |
Estimation Period:
Jan 2, 1992 to Apr 30, 2026
Jan 2, 1992 to Apr 30, 2026
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