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

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

Volatility Prediction for Thursday, October 16th, 2025:21.70% (-1.11%)

Analysis last updated: Wednesday, October 15, 2025 at 06:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0000	0.00
$β$	0.7740	103.40
$γ$	0.2272	32.50
$λ_{1}$	0.0199	2.56
$λ_{2}$	0.0939	3.34
$λ_{3}$	0.8902	25.73

Estimation Period:
Mar 5, 2013 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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