Deutsche Borse SDAX Performance Index (XETRA) AGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
19.62%
increased by 3.44%
1 Week
19.50%
increased by 3.32%
1 Month
19.15%
increased by 2.97%
Analysis last updated: Friday, June 5, 2026 at 07:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0266 | 7.84 | |
| 0.1193 | 29.97 | |
| 0.8292 | 176.76 | |
| 0.5963 | 24.25 |
Estimation Period:
Mar 5, 2013 to Jun 5, 2026
Mar 5, 2013 to Jun 5, 2026
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