Deutsche Borse SDAX Performance Index (XETRA) GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.99% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0404 | 17.55 | |
| 0.1208 | 27.29 | |
| 0.8480 | 171.70 |
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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