Deutsche Borse TecDAX Total Return Selection Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:13.91% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0366 | 23.57 | |
| 0.0591 | 17.93 | |
| 0.8849 | 423.42 | |
| 0.0878 | 13.90 |
Estimation Period:
Jan 2, 1998 to Dec 12, 2025
Jan 2, 1998 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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