Deutsche Borse SDAX Performance Index (XETRA) EGARCH Volatility Analysis
Volatility prediction for Thursday, April 2nd, 2026
1 Day
22.22%
decreased by 1.01%
1 Week
21.75%
decreased by 1.48%
1 Month
20.44%
decreased by 2.79%
Analysis last updated: Wednesday, April 1, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0081 | 2.32 | |
| 0.1877 | 29.83 | |
| 0.9546 | 415.58 | |
| -0.1194 | -20.55 |
Estimation Period:
Mar 5, 2013 to Mar 27, 2026
Mar 5, 2013 to Mar 27, 2026
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