V-Lab
Deutsche Borse TecDAX Total Return Selection Index AGARCH Volatility Analysis
Volatility Prediction for Monday, July 14th, 2025:17.45% (+4.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0196 | 7.90 | |
| 0.1037 | 50.70 | |
| 0.8795 | 424.07 | |
| 0.5629 | 24.21 |
Estimation Period:
Jan 2, 1998 to Jul 11, 2025
Jan 2, 1998 to Jul 11, 2025
News Impact Curve
Volatility Forecasts
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