Deutsche Borse SDAX Performance Index (XETRA) GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
19.72%
increased by 3.42%
1 Week
19.56%
increased by 3.26%
1 Month
19.06%
increased by 2.76%
Analysis last updated: Friday, June 5, 2026 at 07:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0512 | 19.02 | |
| 0.0305 | 6.56 | |
| 0.8450 | 197.52 | |
| 0.1658 | 13.61 |
Estimation Period:
Mar 5, 2013 to Jun 5, 2026
Mar 5, 2013 to Jun 5, 2026
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