Deutsche Borse TecDAX Total Return Selection Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, May 29th, 2026
1 Day
19.01%
decreased by 0.20%
1 Week
20.08%
increased by 0.87%
1 Month
22.45%
increased by 3.24%
Analysis last updated: Friday, May 29, 2026 at 02:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0116 | 4.92 | |
| 0.8122 | 139.49 | |
| 0.1656 | 34.84 | |
| 0.0092 | 5.62 | |
| 0.0424 | 6.61 | |
| 0.9536 | 144.26 |
Estimation Period:
Jan 2, 1998 to May 22, 2026
Jan 2, 1998 to May 22, 2026
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