V-Lab
V-Lab
Deutsche Borse SDAX Performance Index (XETRA) AGARCH Volatility Analysis
Volatility Prediction for Wednesday, July 9th, 2025:12.84% (-0.02%)
Analysis last updated: Tuesday, July 8, 2025 at 06:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deutsche Borse SDAX Performance Index (XETRA) AGARCH
paramt-stat
ω0.02146.01
α0.120429.28
β0.8276173.58
γ0.627523.91
Estimation Period:
Mar 5, 2013 to Jul 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts