Deutsche Borse SDAX Performance Index (XETRA) MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
22.39%
increased by 3.31%
1 Week
21.87%
increased by 2.79%
1 Month
21.20%
increased by 2.12%
Analysis last updated: Friday, June 5, 2026 at 07:16 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 | |
| 0.7724 | 103.77 | |
| 0.2279 | 33.10 | |
| 0.0196 | 2.55 | |
| 0.0936 | 3.39 | |
| 0.8914 | 26.39 |
Estimation Period:
Mar 5, 2013 to Jun 5, 2026
Mar 5, 2013 to Jun 5, 2026
Other Deutsche Borse SDAX Performance Index (XETRA) Analyses
Other MF2-GARCH Analyses on Equity Indices