V-Lab
Deutsche Borse TecDAX Total Return Selection Index EGARCH Volatility Analysis
Volatility Prediction for Monday, July 14th, 2025:16.55% (+2.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 16.63 | |
| 0.2043 | 49.48 | |
| 0.9814 | 1,370.73 | |
| -0.0608 | -15.90 |
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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