Deutsche Borse SDAX Performance Index (XETRA) APARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.30% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0519 | 25.98 | |
| 0.1076 | 30.61 | |
| 0.8708 | 228.55 | |
| 0.6909 | 26.40 | |
| 0.9183 | 23.09 |
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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