Deutsche Borse TecDAX Total Return Selection Index EGARCH Volatility Analysis
Volatility prediction for Thursday, July 2nd, 2026
1 Day
17.25%
decreased by 0.21%
1 Week
17.54%
increased by 0.08%
1 Month
18.59%
increased by 1.13%
Analysis last updated: Wednesday, July 1, 2026 at 08:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0194 | 16.68 | |
| 0.1995 | 49.87 | |
| 0.9817 | 1,404.41 | |
| -0.0585 | -15.64 |
Estimation Period:
Jan 2, 1998 to Jun 26, 2026
Jan 2, 1998 to Jun 26, 2026
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