V-Lab
V-Lab

Deutsche Borse TecDAX Total Return Selection Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:20.36% (+0.72%)

Analysis last updated: Tuesday, April 23, 2024 at 06:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deutsche Borse TecDAX Total Return Selection Index APMEM
paramt-stat
ω0.042128.99
α0.207665.54
β0.7820248.35
γ0.153823.27
δ1.060222.20
Estimation Period:
Jun 30, 1999 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts