Deutsche Borse SDAX Performance Index (XETRA) AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:15.99% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0280 | 8.09 | |
| 0.1215 | 29.60 | |
| 0.8244 | 169.35 | |
| 0.5928 | 23.92 |
Estimation Period:
Mar 5, 2013 to Feb 20, 2026
Mar 5, 2013 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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