V-Lab
Deutsche Borse SDAX Performance Index (XETRA) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 2nd, 2025:18.42% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9136 | 5.74 | |
| 0.1233 | 6.56 | |
| 0.8320 | 36.92 | |
| 0.0207 | 1.61 | |
| -0.0311 | -2.00 |
Estimation Period:
Mar 5, 2013 to Jun 27, 2025
Mar 5, 2013 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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