Deutsche Borse TecDAX Total Return Selection Index MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 12th, 2026
1 Day
18.77%
decreased by 0.35%
1 Week
19.61%
increased by 0.49%
1 Month
21.33%
increased by 2.21%
Analysis last updated: Tuesday, May 12, 2026 at 02:12 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0117 | 5.01 | |
| 0.8131 | 140.79 | |
| 0.1651 | 34.93 | |
| 0.0091 | 5.68 | |
| 0.0416 | 6.68 | |
| 0.9544 | 148.55 |
Estimation Period:
Jan 2, 1998 to May 8, 2026
Jan 2, 1998 to May 8, 2026
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