Deutsche Borse SDAX Performance Index (XETRA) GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:20.60% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0500 | 18.28 | |
| 0.0298 | 6.04 | |
| 0.8456 | 193.77 | |
| 0.1650 | 13.11 |
Estimation Period:
Mar 5, 2013 to Nov 7, 2025
Mar 5, 2013 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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