Deutsche Borse SDAX Performance Index (XETRA) GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:19.66% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0502 | 18.24 | |
| 0.0301 | 6.09 | |
| 0.8448 | 192.36 | |
| 0.1662 | 13.10 |
Estimation Period:
Mar 5, 2013 to Oct 10, 2025
Mar 5, 2013 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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