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 Tuesday, July 1st, 2025:19.02% (-0.68%)

Analysis last updated: Monday, June 30, 2025 at 06:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9136	5.74
$α$	0.1233	6.56
$β$	0.8320	36.92
$γ_{1}$	0.0207	1.61
$γ_{2}$	-0.0311	-2.00

Estimation Period:
Mar 5, 2013 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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