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, April 22nd, 2025:35.91% (-1.36%)

Analysis last updated: Thursday, April 17, 2025 at 06:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0362	23.37
$α$	0.0591	17.90
$β$	0.8856	421.92
$γ$	0.0881	13.88

Estimation Period:
Jan 2, 1998 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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