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V-Lab
Deutsche Borse SDAX Performance Index (XETRA) APARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:18.95% (-1.57%)
Analysis last updated: Thursday, October 30, 2025 at 07:20 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deutsche Borse SDAX Performance Index (XETRA) APARCH
paramt-stat
ω0.049325.78
α0.104330.52
β0.8764237.50
γ0.718926.80
δ0.891822.54
Estimation Period:
Mar 5, 2013 to Oct 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts