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

V-Lab

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

Volatility Prediction for Monday, July 14th, 2025:16.20% (+0.30%)

Analysis last updated: Friday, July 11, 2025 at 06:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9388	5.97
$α$	0.1232	6.47
$β$	0.8279	35.48
$γ_{1}$	0.0364	2.28
$γ_{2}$	-0.0745	-2.44

Estimation Period:
Mar 5, 2013 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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