Deutsche Borse TecDAX Total Return Selection Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
24.34%
increased by 0.09%
1 Week
24.43%
increased by 0.18%
1 Month
24.74%
increased by 0.49%
Analysis last updated: Thursday, June 11, 2026 at 08:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0371 | 23.95 | |
| 0.0586 | 18.22 | |
| 0.8857 | 430.17 | |
| 0.0868 | 14.02 |
Estimation Period:
Jan 2, 1998 to Jun 5, 2026
Jan 2, 1998 to Jun 5, 2026
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