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

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V-Lab

DAX Volatility Index Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:80.39% (+12.05%)

Analysis last updated: Saturday, November 8, 2025 at 03:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6862	8.47
$α$	0.1141	7.64
$β$	0.7795	29.12
$γ_{1}$	-0.0042	-1.46
$γ_{2}$	0.0078	1.81
$γ_{3}$	-0.0119	-2.93

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

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Volatility Forecasts

Volatility Forecasts