Deutsche Borse SDAX Performance Index (XETRA) GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.36% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0530 | 19.02 | |
| 0.0320 | 6.51 | |
| 0.8396 | 187.11 | |
| 0.1684 | 13.16 |
Estimation Period:
Mar 5, 2013 to Feb 6, 2026
Mar 5, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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