Deutsche Borse SDAX Performance Index (XETRA) GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
19.77%
increased by 6.25%
1 Week
19.60%
increased by 6.08%
1 Month
19.07%
increased by 5.55%
Analysis last updated: Tuesday, July 7, 2026 at 07:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0511 | 19.09 | |
| 0.0303 | 6.53 | |
| 0.8455 | 198.28 | |
| 0.1648 | 13.60 |
Estimation Period:
Mar 5, 2013 to Jul 3, 2026
Mar 5, 2013 to Jul 3, 2026
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