Deutsche Borse SDAX Performance Index (XETRA) GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
16.52%
decreased by 0.39%
1 Week
16.59%
decreased by 0.32%
1 Month
16.83%
decreased by 0.08%
Analysis last updated: Friday, June 19, 2026 at 10:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2670 | 10.90 | |
| 0.1047 | 24.31 | |
| 0.9738 | 341.20 | |
| 9.4414 | 3.55 |
Estimation Period:
Mar 5, 2013 to Jun 19, 2026
Mar 5, 2013 to Jun 19, 2026
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