Deutsche Borse TecDAX Total Return Selection Index EGARCH Volatility Analysis
Volatility prediction for Thursday, June 18th, 2026
1 Day
22.42%
decreased by 0.83%
1 Week
22.57%
decreased by 0.68%
1 Month
23.12%
decreased by 0.13%
Analysis last updated: Wednesday, June 17, 2026 at 09:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0195 | 16.71 | |
| 0.1995 | 49.82 | |
| 0.9817 | 1,402.38 | |
| -0.0588 | -15.70 |
Estimation Period:
Jan 2, 1998 to Jun 12, 2026
Jan 2, 1998 to Jun 12, 2026
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