Deutsche Borse SDAX Performance Index (XETRA) MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 14th, 2026:11.86% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.7736 | 102.19 | |
| 0.2251 | 32.54 | |
| 0.0202 | 2.53 | |
| 0.0939 | 3.28 | |
| 0.8898 | 25.21 |
Estimation Period:
Mar 5, 2013 to Jan 9, 2026
Mar 5, 2013 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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