Deutsche Borse TecDAX Total Return Selection Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:12.10% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0117 | 4.95 | |
| 0.8120 | 142.14 | |
| 0.1668 | 35.20 | |
| 0.0083 | 5.44 | |
| 0.0416 | 6.85 | |
| 0.9546 | 152.86 |
Estimation Period:
Jan 2, 1998 to Dec 23, 2025
Jan 2, 1998 to Dec 23, 2025
News Impact Curve
Volatility Forecasts
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