V-Lab: Deutsche Borse SDAX Performance Index (XETRA) MF2-GARCH Volatility Analysis

V-Lab

Deutsche Borse SDAX Performance Index (XETRA) MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:13.68% (-0.31%)

Analysis last updated: Monday, June 30, 2025 at 06:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0000	0.00
$β$	0.7751	105.86
$γ$	0.2303	32.74
$λ_{1}$	0.0206	2.61
$λ_{2}$	0.0975	3.37
$λ_{3}$	0.8862	24.98

Estimation Period:
Mar 5, 2013 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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