Deutsche Borse TecDAX Total Return Selection Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:18.99% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0369 | 23.64 | |
| 0.0591 | 17.90 | |
| 0.8848 | 422.35 | |
| 0.0880 | 13.86 |
Estimation Period:
Jan 2, 1998 to Oct 10, 2025
Jan 2, 1998 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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