Deutsche Borse SDAX Performance Index (XETRA) MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:11.99% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.7751 | 104.12 | |
| 0.2256 | 32.74 | |
| 0.0204 | 2.55 | |
| 0.0953 | 3.28 | |
| 0.8878 | 24.75 |
Estimation Period:
Mar 5, 2013 to Dec 23, 2025
Mar 5, 2013 to Dec 23, 2025
News Impact Curve
Volatility Forecasts
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