Deutsche Borse TecDAX Total Return Selection Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.26% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0371 | 23.86 | |
| 0.0589 | 17.94 | |
| 0.8853 | 425.85 | |
| 0.0867 | 13.79 |
Estimation Period:
Jan 2, 1998 to Feb 13, 2026
Jan 2, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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