Deutsche Borse TecDAX Total Return Selection Index GARCH Volatility Analysis
Volatility Prediction for Thursday, October 16th, 2025:16.89% (-0.71%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0287 | 20.91 | |
0.1046 | 49.50 | |
0.8878 | 429.31 |
Estimation Period:
Jan 2, 1998 to Oct 10, 2025
Jan 2, 1998 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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