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
Other Deutsche Borse SDAX Performance Index (XETRA) Analyses
Other Zero Slope Spline-GARCH Analyses on Equity Indices