Deutsche Borse TecDAX Total Return Selection Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:26.22% (+0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0374 | 23.94 | |
| 0.0591 | 18.00 | |
| 0.8847 | 424.54 | |
| 0.0873 | 13.88 |
Estimation Period:
Jan 2, 1998 to Mar 6, 2026
Jan 2, 1998 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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