Deutsche Borse TecDAX Total Return Selection Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 22nd, 2026:16.56% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4481 | 5.39 | |
| 0.1078 | 10.58 | |
| 0.8521 | 66.65 | |
| 0.0434 | 0.73 | |
| -0.2176 | -2.48 | |
| 0.4398 | 7.07 | |
| -0.4903 | -7.96 | |
| 0.3549 | 4.61 | |
| -0.1798 | -2.23 | |
| 0.1036 | 1.45 | |
| -0.1193 | -2.03 | |
| 0.0958 | 2.31 |
Estimation Period:
Jan 2, 1998 to Jan 16, 2026
Jan 2, 1998 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
Other Deutsche Borse TecDAX Total Return Selection Index Analyses
Other Zero Slope Spline-GARCH Analyses on Equity Indices