Deutsche Borse SDAX Performance Index (XETRA) AGARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:25.97% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0283 | 8.09 | |
| 0.1232 | 29.81 | |
| 0.8228 | 168.75 | |
| 0.5954 | 24.18 |
Estimation Period:
Mar 5, 2013 to Mar 13, 2026
Mar 5, 2013 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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