Deutsche Borse SDAX Performance Index (XETRA) EGARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:19.22% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0072 | 2.04 | |
| 0.1807 | 28.82 | |
| 0.9569 | 418.76 | |
| -0.1187 | -20.52 |
Estimation Period:
Mar 5, 2013 to Oct 31, 2025
Mar 5, 2013 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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