Deutsche Borse TecDAX Total Return Selection Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 5th, 2025:16.06% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0368 | 23.63 | |
| 0.0589 | 17.87 | |
| 0.8850 | 423.45 | |
| 0.0880 | 13.90 |
Estimation Period:
Jan 2, 1998 to Oct 31, 2025
Jan 2, 1998 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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