Deutsche Borse SDAX Performance Index (XETRA) AGARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:11.35% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0238 | 6.71 | |
| 0.1181 | 29.23 | |
| 0.8287 | 173.96 | |
| 0.6186 | 23.68 |
Estimation Period:
Mar 5, 2013 to Dec 12, 2025
Mar 5, 2013 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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