V-Lab
Deutsche Borse SDAX Performance Index (XETRA) EGARCH Volatility Analysis
Volatility Prediction for Wednesday, July 16th, 2025:16.00% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0075 | 2.08 | |
| 0.1834 | 28.54 | |
| 0.9567 | 414.72 | |
| -0.1214 | -20.53 |
Estimation Period:
Mar 5, 2013 to Jul 11, 2025
Mar 5, 2013 to Jul 11, 2025
News Impact Curve
Volatility Forecasts
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