Deutsche Borse TecDAX Total Return Selection Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.49% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4429 | 5.37 | |
| 0.1069 | 10.60 | |
| 0.8537 | 67.65 | |
| 0.0394 | 0.67 | |
| -0.2097 | -2.38 | |
| 0.4318 | 6.92 | |
| -0.4836 | -7.88 | |
| 0.3509 | 4.58 | |
| -0.1771 | -2.19 | |
| 0.0987 | 1.36 | |
| -0.1098 | -1.82 | |
| 0.0860 | 2.00 |
Estimation Period:
Jan 2, 1998 to Feb 6, 2026
Jan 2, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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