Deutsche Borse SDAX Performance Index (XETRA) GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 15th, 2026
1 Day
19.95%
decreased by 0.19%
1 Week
19.77%
decreased by 0.37%
1 Month
19.22%
decreased by 0.92%
Analysis last updated: Tuesday, April 14, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0517 | 18.80 | |
| 0.0307 | 6.39 | |
| 0.8429 | 194.07 | |
| 0.1689 | 13.50 |
Estimation Period:
Mar 5, 2013 to Apr 10, 2026
Mar 5, 2013 to Apr 10, 2026
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