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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

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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