Deutsche Borse SDAX Performance Index (XETRA) Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
18.09%
increased by 1.98%
1 Week
18.25%
increased by 2.14%
1 Month
18.72%
increased by 2.61%
Analysis last updated: Friday, June 5, 2026 at 07:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7493 | 7.39 | |
| 0.1199 | 6.71 | |
| 0.8357 | 39.25 | |
| -0.0034 | -2.16 |
Estimation Period:
Mar 5, 2013 to Jun 5, 2026
Mar 5, 2013 to Jun 5, 2026
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