Deutsche Borse SDAX Performance Index (XETRA) Spline-GARCH Volatility Analysis
Volatility prediction for Monday, March 30th, 2026
1 Day
25.71%
increased by 0.16%
1 Week
11.28%
decreased by 14.27%
1 Month
5.22%
decreased by 20.33%
Analysis last updated: Friday, March 27, 2026 at 08:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8231 | 6.06 | |
| 0.1208 | 6.71 | |
| 0.8363 | 39.04 | |
| 0.0026 | 0.45 |
Estimation Period:
Mar 5, 2013 to Mar 27, 2026
Mar 5, 2013 to Mar 27, 2026
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