Skip to main content
V-Lab
V-Lab
Deutsche Borse SDAX Performance Index (XETRA) MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:15.28% (-0.53%)
Analysis last updated: Friday, November 14, 2025 at 07:13 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
β0.7739102.81
γ0.225632.51
λ10.02002.55
λ20.09373.32
λ30.890125.60
Estimation Period:
Mar 5, 2013 to Nov 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts