Deutsche Borse TecDAX Total Return Selection Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:17.88% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0367 | 23.61 | |
| 0.0588 | 17.88 | |
| 0.8852 | 423.95 | |
| 0.0877 | 13.91 |
Estimation Period:
Jan 2, 1998 to Nov 21, 2025
Jan 2, 1998 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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