Deutsche Borse SDAX Performance Index (XETRA) GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, May 6th, 2026
1 Day
13.57%
decreased by 0.38%
1 Week
13.93%
decreased by 0.02%
1 Month
15.00%
increased by 1.05%
Analysis last updated: Wednesday, May 6, 2026 at 03:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0518 | 18.97 | |
| 0.0303 | 6.47 | |
| 0.8429 | 194.17 | |
| 0.1693 | 13.78 |
Estimation Period:
Mar 5, 2013 to Apr 30, 2026
Mar 5, 2013 to Apr 30, 2026
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