DAX Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:98.68% (+10.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6883 | 8.74 | |
| 0.1137 | 7.77 | |
| 0.7759 | 28.86 | |
| -0.0037 | -1.36 | |
| 0.0068 | 1.67 | |
| -0.0105 | -2.71 |
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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