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 Tuesday, July 1st, 2025:15.96% (-0.70%)

Analysis last updated: Monday, June 30, 2025 at 06:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0370	23.60
$α$	0.0594	17.87
$β$	0.8840	418.96
$γ$	0.0896	14.05

Estimation Period:
Jan 2, 1998 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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