Deutsche Borse TecDAX Total Return Selection Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:19.19% (-1.19%)
Parameter Estimates
param | t-stat | |
---|---|---|
21 | ||
0.0117 | 4.90 | |
0.8119 | 141.33 | |
0.1668 | 34.94 | |
0.0087 | 5.49 | |
0.0419 | 6.78 | |
0.9542 | 149.97 |
Estimation Period:
Jan 2, 1998 to Oct 10, 2025
Jan 2, 1998 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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