DAX Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:121.65% (+2.01%)
Parameter 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
News Impact Curve
Volatility Forecasts
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