Deutsche Borse SDAX Performance Index (XETRA) AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.82% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0284 | 8.16 | |
| 0.1220 | 29.57 | |
| 0.8236 | 168.22 | |
| 0.5913 | 23.90 |
Estimation Period:
Mar 5, 2013 to Feb 6, 2026
Mar 5, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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