Deutsche Borse TecDAX Total Return Selection Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:16.68% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0114 | 4.82 | |
| 0.8121 | 141.58 | |
| 0.1669 | 35.02 | |
| 0.0087 | 5.49 | |
| 0.0419 | 6.78 | |
| 0.9542 | 149.87 |
Estimation Period:
Jan 2, 1998 to Oct 24, 2025
Jan 2, 1998 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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