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

V-Lab

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

Volatility Prediction for Wednesday, July 30th, 2025:14.43% (-0.31%)

Analysis last updated: Tuesday, July 29, 2025 at 06:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0000	0.00
$β$	0.7751	105.80
$γ$	0.2298	32.86
$λ_{1}$	0.0208	2.60
$λ_{2}$	0.0981	3.34
$λ_{3}$	0.8853	24.57

Estimation Period:
Mar 5, 2013 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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