Deutsche Borse SDAX Performance Index (XETRA) GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, April 2nd, 2026
1 Day
21.94%
decreased by 0.96%
1 Week
21.61%
decreased by 1.29%
1 Month
20.57%
decreased by 2.33%
Analysis last updated: Wednesday, April 1, 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 | |
|---|---|---|
| 0.0530 | 19.08 | |
| 0.0314 | 6.43 | |
| 0.8401 | 189.91 | |
| 0.1702 | 13.43 |
Estimation Period:
Mar 5, 2013 to Mar 27, 2026
Mar 5, 2013 to Mar 27, 2026
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