V-Lab: Deutsche Borse TecDAX Total Return Selection Index GJR-GARCH Volatility Analysis

V-Lab

Deutsche Borse TecDAX Total Return Selection Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:23.70% (-0.83%)

Analysis last updated: Thursday, May 8, 2025 at 06:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0363	23.42
$α$	0.0591	17.87
$β$	0.8855	421.68
$γ$	0.0882	13.89

Estimation Period:
Jan 2, 1998 to May 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Deutsche Borse TecDAX Total Return Selection Index Analyses
GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH