Deutsche Borse SDAX Performance Index (XETRA) MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
21.35%
increased by 7.07%
1 Week
20.81%
increased by 6.53%
1 Month
19.95%
increased by 5.67%
Analysis last updated: Tuesday, July 7, 2026 at 07:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.7720 | 102.74 | |
| 0.2267 | 32.95 | |
| 0.0207 | 2.54 | |
| 0.0962 | 3.27 | |
| 0.8877 | 24.60 |
Estimation Period:
Mar 5, 2013 to Jul 3, 2026
Mar 5, 2013 to Jul 3, 2026
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