Deutsche Borse TecDAX Total Return Selection Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 19th, 2026
1 Day
20.08%
decreased by 1.00%
1 Week
20.29%
decreased by 0.79%
1 Month
21.06%
decreased by 0.02%
Analysis last updated: Thursday, June 18, 2026 at 08:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0370 | 23.95 | |
| 0.0585 | 18.21 | |
| 0.8860 | 431.13 | |
| 0.0865 | 13.99 |
Estimation Period:
Jan 2, 1998 to Jun 12, 2026
Jan 2, 1998 to Jun 12, 2026
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