Deutsche Borse SDAX Performance Index (XETRA) MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:16.32% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.7702 | 101.69 | |
| 0.2278 | 32.69 | |
| 0.0212 | 2.48 | |
| 0.0981 | 3.17 | |
| 0.8850 | 23.25 |
Estimation Period:
Mar 5, 2013 to Feb 20, 2026
Mar 5, 2013 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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