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Deutsche Borse TecDAX Total Return Selection Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:18.74% (-0.70%)
Analysis last updated: Monday, October 13, 2025 at 06:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deutsche Borse TecDAX Total Return Selection Index GJR-GARCH
paramt-stat
ω0.036923.64
α0.059117.90
β0.8848422.35
γ0.088013.86
Estimation Period:
Jan 2, 1998 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts