Deutsche Borse TecDAX Total Return Selection Index AGARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:19.55% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 8.20 | |
| 0.1025 | 50.79 | |
| 0.8806 | 428.91 | |
| 0.5564 | 24.21 |
Estimation Period:
Jan 2, 1998 to Nov 7, 2025
Jan 2, 1998 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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