Deutsche Borse SDAX Performance Index (XETRA) GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 10th, 2026:32.07% (+1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0536 | 19.16 | |
| 0.0319 | 6.49 | |
| 0.8385 | 187.76 | |
| 0.1717 | 13.40 |
Estimation Period:
Mar 5, 2013 to Mar 6, 2026
Mar 5, 2013 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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