Deutsche Borse TecDAX Total Return Selection Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:22.29% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0374 | 23.93 | |
| 0.0590 | 17.98 | |
| 0.8850 | 425.26 | |
| 0.0870 | 13.84 |
Estimation Period:
Jan 2, 1998 to Mar 13, 2026
Jan 2, 1998 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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