V-Lab: Deutsche Borse SDAX Performance Index (XETRA) EGARCH Volatility Analysis

V-Lab

Deutsche Borse SDAX Performance Index (XETRA) EGARCH Volatility Analysis

Volatility Prediction for Friday, September 19th, 2025:13.77% (-0.23%)

Analysis last updated: Thursday, September 18, 2025 at 06:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0071	1.96
$α$	0.1807	28.49
$β$	0.9571	416.30
$γ$	-0.1202	-20.53

Estimation Period:
Mar 5, 2013 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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