V-Lab
V-Lab
Deutsche Borse SDAX Performance Index (XETRA) AGARCH Volatility Analysis
Volatility Prediction for Monday, July 14th, 2025:16.06% (+4.82%)
Analysis last updated: Friday, July 11, 2025 at 06:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deutsche Borse SDAX Performance Index (XETRA) AGARCH
paramt-stat
ω0.02206.30
α0.120629.30
β0.8281173.89
γ0.619223.97
Estimation Period:
Mar 5, 2013 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts