Deutsche Borse SDAX Performance Index (XETRA) EGARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:11.48% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0069 | 1.93 | |
| 0.1820 | 28.94 | |
| 0.9560 | 415.65 | |
| -0.1193 | -20.58 |
Estimation Period:
Mar 5, 2013 to Dec 30, 2025
Mar 5, 2013 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
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