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V-Lab
Deutsche Borse SDAX Performance Index (XETRA) GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:15.73% (-0.84%)
Analysis last updated: Friday, November 14, 2025 at 07:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deutsche Borse SDAX Performance Index (XETRA) GARCH
paramt-stat
ω0.039217.38
α0.119126.78
β0.8507172.74
Estimation Period:
Mar 5, 2013 to Nov 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts