Deutsche Borse TecDAX Total Return Selection Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:12.66% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6285 | 6.69 | |
| 0.1052 | 12.17 | |
| 0.8804 | 100.21 | |
| 0.0031 | 2.77 |
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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