Deutsche Borse TecDAX Total Return Selection Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:11.72% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4526 | 5.39 | |
| 0.1081 | 10.60 | |
| 0.8520 | 66.60 | |
| 0.0453 | 0.76 | |
| -0.2216 | -2.51 | |
| 0.4440 | 7.11 | |
| -0.4941 | -7.95 | |
| 0.3577 | 4.61 | |
| -0.1825 | -2.25 | |
| 0.1074 | 1.50 | |
| -0.1255 | -2.14 | |
| 0.1021 | 2.46 |
Estimation Period:
Jan 2, 1998 to Dec 23, 2025
Jan 2, 1998 to Dec 23, 2025
News Impact Curve
Volatility Forecasts
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