Deutsche Borse TecDAX Total Return Selection Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:27.67% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0373 | 23.86 | |
| 0.0590 | 17.88 | |
| 0.8849 | 424.19 | |
| 0.0877 | 13.87 |
Estimation Period:
Jan 2, 1998 to Jan 30, 2026
Jan 2, 1998 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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