Deutsche Borse SDAX Performance Index (XETRA) Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:18.05% (+1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9201 | 6.02 | |
| 0.1195 | 6.41 | |
| 0.8312 | 36.06 | |
| 0.0318 | 2.12 | |
| -0.0643 | -2.21 |
Estimation Period:
Mar 5, 2013 to Oct 24, 2025
Mar 5, 2013 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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