Deutsche Borse TecDAX Total Return Selection Index EGARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:18.14% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0196 | 16.43 | |
| 0.2022 | 49.59 | |
| 0.9817 | 1,388.48 | |
| -0.0599 | -15.67 |
Estimation Period:
Jan 2, 1998 to Oct 31, 2025
Jan 2, 1998 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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