Deutsche Borse SDAX Performance Index (XETRA) GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 15th, 2026:12.04% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0512 | 18.72 | |
| 0.0313 | 6.35 | |
| 0.8432 | 191.21 | |
| 0.1648 | 13.05 |
Estimation Period:
Mar 5, 2013 to Jan 9, 2026
Mar 5, 2013 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
Other Deutsche Borse SDAX Performance Index (XETRA) Analyses
Other GJR-GARCH Analyses on Equity Indices