Deutsche Borse SDAX Performance Index (XETRA) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 16th, 2025:18.92% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7607 | 7.10 | |
| 0.1206 | 6.53 | |
| 0.8357 | 38.60 | |
| -0.0035 | -1.92 |
Estimation Period:
Mar 5, 2013 to Oct 10, 2025
Mar 5, 2013 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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