Deutsche Borse TecDAX Total Return Selection Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 19th, 2026
1 Day
21.77%
decreased by 0.97%
1 Week
22.17%
decreased by 0.57%
1 Month
23.00%
increased by 0.26%
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 | |
|---|---|---|
| 21 | ||
| 0.0113 | 4.80 | |
| 0.8122 | 139.29 | |
| 0.1653 | 34.86 | |
| 0.0093 | 5.56 | |
| 0.0428 | 6.57 | |
| 0.9532 | 142.01 |
Estimation Period:
Jan 2, 1998 to Jun 12, 2026
Jan 2, 1998 to Jun 12, 2026
Other Deutsche Borse TecDAX Total Return Selection Index Analyses
Other MF2-GARCH Analyses on Equity Indices