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

V-Lab

DAX Volatility Index Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 11th, 2025:196.35% (+7.88%)

Analysis last updated: Saturday, April 12, 2025 at 02:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6895	8.39
$α$	0.1100	7.49
$β$	0.7873	29.74
$γ_{1}$	-0.0042	-1.43
$γ_{2}$	0.0078	1.79
$γ_{3}$	-0.0119	-2.92

Estimation Period:
Jan 2, 1992 to Apr 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts