Deutsche Borse SDAX Performance Index (XETRA) MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, May 6th, 2026
1 Day
16.71%
decreased by 0.33%
1 Week
17.97%
increased by 0.93%
1 Month
20.42%
increased by 3.38%
Analysis last updated: Wednesday, May 6, 2026 at 03:03 AM 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 | |
| 0.7727 | 104.07 | |
| 0.2284 | 33.16 | |
| 0.0195 | 2.56 | |
| 0.0944 | 3.40 | |
| 0.8908 | 26.29 |
Estimation Period:
Mar 5, 2013 to Apr 30, 2026
Mar 5, 2013 to Apr 30, 2026
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