Deutsche Borse TecDAX Total Return Selection Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
20.57%
decreased by 0.18%
1 Week
20.77%
increased by 0.02%
1 Month
21.49%
increased by 0.74%
Analysis last updated: Tuesday, May 26, 2026 at 01:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0372 | 23.92 | |
| 0.0585 | 18.14 | |
| 0.8855 | 429.03 | |
| 0.0873 | 14.06 |
Estimation Period:
Jan 2, 1998 to May 22, 2026
Jan 2, 1998 to May 22, 2026
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