Deutsche Borse SDAX Performance Index (XETRA) Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, May 6th, 2026
1 Day
16.84%
decreased by 0.04%
1 Week
17.12%
increased by 0.24%
1 Month
17.93%
increased by 1.05%
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 | |
|---|---|---|
| 0.7516 | 7.35 | |
| 0.1207 | 6.73 | |
| 0.8349 | 39.05 | |
| -0.0034 | -2.12 |
Estimation Period:
Mar 5, 2013 to Apr 30, 2026
Mar 5, 2013 to Apr 30, 2026
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