V-Lab
V-Lab
Deutsche Borse SDAX Performance Index (XETRA) Asy. Power MEM Volatility Analysis
Volatility Prediction for Tuesday, May 20th, 2025:12.98% (-0.65%)
Analysis last updated: Monday, May 19, 2025 at 06:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deutsche Borse SDAX Performance Index (XETRA) APMEM
paramt-stat
ω0.045122.12
α0.180541.49
β0.7928154.63
γ0.299724.11
δ0.817315.68
Estimation Period:
Mar 5, 2013 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts