Deutsche Borse TecDAX Total Return Selection Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 22nd, 2026:18.66% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0121 | 5.16 | |
| 0.8117 | 140.98 | |
| 0.1656 | 35.04 | |
| 0.0085 | 5.54 | |
| 0.0409 | 6.82 | |
| 0.9552 | 154.59 |
Estimation Period:
Jan 2, 1998 to Jan 16, 2026
Jan 2, 1998 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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