Deutsche Borse SDAX Performance Index (XETRA) GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:11.28% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0502 | 18.37 | |
| 0.0296 | 6.01 | |
| 0.8447 | 193.11 | |
| 0.1664 | 13.26 |
Estimation Period:
Mar 5, 2013 to Dec 23, 2025
Mar 5, 2013 to Dec 23, 2025
News Impact Curve
Volatility Forecasts
Other Deutsche Borse SDAX Performance Index (XETRA) Analyses
Other GJR-GARCH Analyses on Equity Indices