Deutsche Borse TecDAX Total Return Selection Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:20.59% (-0.78%)
Parameter Estimates
param | t-stat | |
---|---|---|
1.4625 | 5.44 | |
0.1077 | 10.50 | |
0.8521 | 66.19 | |
0.0553 | 0.93 | |
-0.2420 | -2.74 | |
0.4636 | 7.41 | |
-0.5076 | -7.99 | |
0.3613 | 4.57 | |
-0.1800 | -2.21 | |
0.1051 | 1.50 | |
-0.1212 | -2.09 | |
0.0952 | 2.29 |
Estimation Period:
Jan 2, 1998 to Oct 17, 2025
Jan 2, 1998 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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