Deutsche Borse SDAX Performance Index (XETRA) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:19.85% (+1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7605 | 7.11 | |
| 0.1205 | 6.56 | |
| 0.8358 | 38.75 | |
| -0.0035 | -1.92 |
Estimation Period:
Mar 5, 2013 to Oct 17, 2025
Mar 5, 2013 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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