V-Lab: Deutsche Borse SDAX Performance Index (XETRA) Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Deutsche Borse SDAX Performance Index (XETRA) Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 30th, 2025:13.99% (-0.58%)

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
$ω$	0.7730	6.93
$α$	0.1235	6.63
$β$	0.8339	38.51
$γ_{1}$	-0.0034	-1.76

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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