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V-Lab
V-Lab
Deutsche Borse SDAX Performance Index (XETRA) MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:13.35% (-0.43%)
Analysis last updated: Friday, December 5, 2025 at 07:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Deutsche Borse SDAX Performance Index (XETRA) MF2-GARCH
paramt-stat
m36
α0.00000.00
β0.7747103.28
γ0.225032.59
λ10.01992.55
λ20.09363.33
λ30.890325.74
Estimation Period:
Mar 5, 2013 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts