V-Lab
V-Lab
Deutsche Borse SDAX Performance Index (XETRA) Asy. Power MEM Volatility Analysis
Volatility Prediction for Wednesday, July 2nd, 2025:13.38% (+1.57%)
Analysis last updated: Tuesday, July 1, 2025 at 06:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deutsche Borse SDAX Performance Index (XETRA) APMEM
paramt-stat
ω0.045222.14
α0.179941.68
β0.7931154.59
γ0.297424.14
δ0.798115.36
Estimation Period:
Mar 5, 2013 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts