Deutsche Borse TecDAX Total Return Selection Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:18.91% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0200 | 8.22 | |
| 0.1028 | 50.73 | |
| 0.8803 | 427.54 | |
| 0.5561 | 24.18 |
Estimation Period:
Jan 2, 1998 to Oct 10, 2025
Jan 2, 1998 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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