V-Lab
V-Lab
Deutsche Borse SDAX Performance Index (XETRA) APARCH Volatility Analysis
Volatility Prediction for Monday, May 19th, 2025:12.43% (-0.90%)
Analysis last updated: Friday, May 16, 2025 at 06:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deutsche Borse SDAX Performance Index (XETRA) APARCH
paramt-stat
ω0.048725.56
α0.105430.04
β0.8766235.63
γ0.726727.05
δ0.881022.23
Estimation Period:
Mar 5, 2013 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts