DAX Volatility Index

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	param	t-stat
$ω$	0.8096	0.83
$α$	0.4091	6.94
$β$	0.5885	9.99
$γ_{1}$	-0.3591	-0.88
$γ_{2}$	0.6935	1.04
$γ_{3}$	-0.9452	-2.01
$γ_{4}$	1.6013	3.61
$γ_{5}$	-2.1118	-3.17
$γ_{6}$	1.8528	2.20
$γ_{7}$	-1.0684	-1.32
$γ_{8}$	0.9193	1.50
$γ_{9}$	-1.0480	-2.12
$γ_{10}$	0.4542	1.29

V-Lab

Vergnet Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 27th, 2026:975.40% (-13.80%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vergnet Analyses