Deutsche Borse TecDAX Total Return Selection Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:20.33% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0117 | 4.94 | |
| 0.8110 | 138.82 | |
| 0.1660 | 34.97 | |
| 0.0089 | 5.53 | |
| 0.0415 | 6.70 | |
| 0.9546 | 149.52 |
Estimation Period:
Jan 2, 1998 to Mar 13, 2026
Jan 2, 1998 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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