DAX Volatility Index Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
79.36%
decreased by 0.84%
1 Week
84.81%
increased by 4.61%
1 Month
95.35%
increased by 15.15%
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 | |
|---|---|---|
| 0.7172 | 13.78 | |
| 0.1158 | 8.06 | |
| 0.7788 | 30.15 | |
| -0.0005 | -1.56 |
Estimation Period:
Jan 2, 1992 to Apr 30, 2026
Jan 2, 1992 to Apr 30, 2026
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