Deutsche Borse TecDAX Total Return Selection Index AGARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
20.09%
decreased by 0.64%
1 Week
20.39%
decreased by 0.34%
1 Month
21.42%
increased by 0.69%
Analysis last updated: Saturday, May 9, 2026 at 02:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0205 | 8.60 | |
| 0.1017 | 51.11 | |
| 0.8810 | 433.79 | |
| 0.5564 | 24.54 |
Estimation Period:
Jan 2, 1998 to May 8, 2026
Jan 2, 1998 to May 8, 2026
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