Deutsche Borse SDAX Performance Index (XETRA) GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 16th, 2025:20.88% (-0.79%)
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
Other Deutsche Borse SDAX Performance Index (XETRA) Analyses
Other GJR-GARCH Analyses on Equity Indices