Deutsche Borse TecDAX Total Return Selection Index Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 28th, 2025:18.41% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6540 | 6.77 | |
| 0.1050 | 12.11 | |
| 0.8804 | 100.01 | |
| 0.0034 | 3.05 |
Estimation Period:
Jan 2, 1998 to Oct 24, 2025
Jan 2, 1998 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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