Deutsche Borse SDAX Performance Index (XETRA) GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:13.57% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0500 | 18.38 | |
| 0.0295 | 6.01 | |
| 0.8460 | 194.61 | |
| 0.1647 | 13.17 |
Estimation Period:
Mar 5, 2013 to Dec 5, 2025
Mar 5, 2013 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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