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Intraday Volatility Forecast Forecasting volatility for DAX, EURO STOXX 50 and Euro-Bund futures

Based on a proprietary mathematical model and Eurex trade data, Deutsche Börse’s Intraday Volatility Forecast provides volatility forecasts for the most important Eurex futures for the next 10 seconds, 1 minute and 10 minutes. Click on the picture, to watch our short video about the Intraday Volatility Forecast. 

Key product characteristics

  • The Intraday Volatility Forecast provides volatility forecasts for DAX, EURO STOXX 50 and Euro-Bund futures
  • The forecasts are calculated based on trading data of the most important Eurex futures
  • Volatility forecasts are provided for 10-second, 1-minute and 10-minute time periods
  • The Intraday Volatility Forecast is based on a proprietary mathematical model that uses short-term memory of realized volatility, historical intraday seasonality and the average impact of scheduled economic data releases as input
  • The Intraday Volatility Forecast is disseminated via Deutsche Börse’s data feeds CEF Core and CEF ultra+ Eurex, via the Eurex MIC (multi-interface-channel) and the 10 GB Eurex market data connection
  • For more information, please refer to the product sheet in the download section

Benefits of our Analytics data packages

By ordering more than one of our analytics information products, you can benefit from price and other advantages (e.g. free CEF internet connection). For more information please go to > Real-time Analytics Packages.

Historical data available online

You can download historical data from our Data Shop > www.datashop.deutsche-boerse.com and also access free sample data.

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