Deutsche Borse SDAX Performance Index (XETRA) GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
18.01%
increased by 2.17%
1 Week
18.00%
increased by 2.16%
1 Month
17.98%
increased by 2.14%
Analysis last updated: Friday, June 5, 2026 at 07:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2694 | 10.86 | |
| 0.1049 | 24.32 | |
| 0.9738 | 340.61 | |
| 9.4174 | 3.56 |
Estimation Period:
Mar 5, 2013 to Jun 5, 2026
Mar 5, 2013 to Jun 5, 2026
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