Deutsche Borse SDAX Performance Index (XETRA) AGARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:18.72% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0238 | 6.72 | |
| 0.1185 | 29.08 | |
| 0.8291 | 173.56 | |
| 0.6151 | 23.52 |
Estimation Period:
Mar 5, 2013 to Oct 10, 2025
Mar 5, 2013 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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