V-Lab
Deutsche Borse TecDAX Total Return Selection Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 25th, 2025:34.23% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6835 | 6.66 | |
| 0.1050 | 12.01 | |
| 0.8813 | 99.76 | |
| 0.0036 | 3.11 |
Estimation Period:
Jan 2, 1998 to Apr 17, 2025
Jan 2, 1998 to Apr 17, 2025
News Impact Curve
Volatility Forecasts
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