V-Lab
V-Lab
Deutsche Borse SDAX Performance Index (XETRA) GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:15.41% (-0.83%)
Analysis last updated: Thursday, May 8, 2025 at 06:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deutsche Borse SDAX Performance Index (XETRA) GJR-GARCH
paramt-stat
ω0.047617.70
α0.03156.20
β0.8468192.72
γ0.164512.87
Estimation Period:
Mar 5, 2013 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts