Skip to main content
V-Lab
V-Lab
Deutsche Borse SDAX Performance Index (XETRA) MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:20.70% (-0.35%)
Analysis last updated: Friday, November 7, 2025 at 07:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deutsche Borse SDAX Performance Index (XETRA) MF2-GARCH
paramt-stat
m36
α0.00000.00
β0.7747103.40
γ0.225432.53
λ10.01982.56
λ20.09343.35
λ30.890625.90
Estimation Period:
Mar 5, 2013 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts