Deutsche Borse SDAX Performance Index (XETRA) GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:15.97% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0502 | 18.36 | |
| 0.0299 | 6.06 | |
| 0.8453 | 193.16 | |
| 0.1649 | 13.10 |
Estimation Period:
Mar 5, 2013 to Nov 14, 2025
Mar 5, 2013 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other Deutsche Borse SDAX Performance Index (XETRA) Analyses
Other GJR-GARCH Analyses on Equity Indices