Deutsche Borse TecDAX Total Return Selection Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 19th, 2026
1 Day
19.05%
decreased by 1.16%
1 Week
19.27%
decreased by 0.94%
1 Month
20.10%
decreased by 0.11%
Analysis last updated: Thursday, June 18, 2026 at 08:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1420 | 7.01 | |
| 0.0951 | 42.17 | |
| 0.9938 | 1,077.83 | |
| 11.0222 | 5.25 |
Estimation Period:
Jan 2, 1998 to Jun 12, 2026
Jan 2, 1998 to Jun 12, 2026
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