V-Lab
V-Lab
Deutsche Borse SDAX Performance Index (XETRA) AGARCH Volatility Analysis
Volatility Prediction for Wednesday, September 17th, 2025:14.48% (+0.53%)
Analysis last updated: Tuesday, September 16, 2025 at 06:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deutsche Borse SDAX Performance Index (XETRA) AGARCH
paramt-stat
ω0.02186.21
α0.118829.28
β0.8291175.29
γ0.626023.91
Estimation Period:
Mar 5, 2013 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts