Deutsche Borse SDAX Performance Index (XETRA) APARCH Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:15.62% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0495 | 25.76 | |
| 0.1041 | 30.08 | |
| 0.8759 | 236.54 | |
| 0.7117 | 26.26 | |
| 0.9106 | 22.96 |
Estimation Period:
Mar 5, 2013 to Nov 28, 2025
Mar 5, 2013 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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