V-Lab
Deutsche Borse TecDAX Total Return Selection Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 27th, 2024:16.82% (-1.04%)
Analysis last updated: Monday, December 23, 2024 at 07:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0113 | 4.79 | |
| 0.8161 | 141.49 | |
| 0.1635 | 34.04 | |
| 0.0086 | 5.32 | |
| 0.0425 | 6.63 | |
| 0.9537 | 144.72 |
Estimation Period:
Jan 2, 1998 to Dec 23, 2024
Jan 2, 1998 to Dec 23, 2024
News Impact Curve
Volatility Forecasts
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