V-Lab
Deutsche Borse TecDAX Total Return Selection Index APARCH Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:13.67% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0344 | 26.63 | |
| 0.1067 | 42.38 | |
| 0.8884 | 405.30 | |
| 0.2553 | 17.46 | |
| 1.6357 | 33.87 |
Estimation Period:
Jan 2, 1998 to Jul 4, 2025
Jan 2, 1998 to Jul 4, 2025
News Impact Curve
Volatility Forecasts
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