Deutsche Borse TecDAX Total Return Selection Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:11.59% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0365 | 23.49 | |
| 0.0595 | 18.08 | |
| 0.8845 | 423.19 | |
| 0.0880 | 13.93 |
Estimation Period:
Jan 2, 1998 to Jan 2, 2026
Jan 2, 1998 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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