V-Lab: Deutsche Borse SDAX Performance Index (XETRA) GJR-GARCH Volatility Analysis

V-Lab

Deutsche Borse SDAX Performance Index (XETRA) GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:13.82% (+0.36%)

Analysis last updated: Friday, August 29, 2025 at 06:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0503	18.29
$α$	0.0308	6.15
$β$	0.8424	191.10
$γ$	0.1700	13.30

Estimation Period:
Mar 5, 2013 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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