Deutsche Borse SDAX Performance Index (XETRA) EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.34% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0075 | 2.18 | |
| 0.1875 | 29.46 | |
| 0.9546 | 415.58 | |
| -0.1182 | -20.45 |
Estimation Period:
Mar 5, 2013 to Feb 6, 2026
Mar 5, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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