Deutsche Borse SDAX Performance Index (XETRA) Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:11.37% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9227 | 6.08 | |
| 0.1193 | 6.44 | |
| 0.8310 | 36.09 | |
| 0.0325 | 2.28 | |
| -0.0694 | -2.53 |
Estimation Period:
Mar 5, 2013 to Dec 23, 2025
Mar 5, 2013 to Dec 23, 2025
News Impact Curve
Volatility Forecasts
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