Deutsche Borse SDAX Performance Index (XETRA) GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, May 6th, 2026
1 Day
16.78%
increased by 0.11%
1 Week
16.84%
increased by 0.17%
1 Month
17.03%
increased by 0.36%
Analysis last updated: Wednesday, May 6, 2026 at 03:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2679 | 10.81 | |
| 0.1059 | 24.13 | |
| 0.9734 | 335.78 | |
| 9.3484 | 3.59 |
Estimation Period:
Mar 5, 2013 to Apr 30, 2026
Mar 5, 2013 to Apr 30, 2026
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