V-Lab: Deutsche Borse TecDAX Total Return Selection Index Asy. Power MEM Volatility Analysis

V-Lab

Deutsche Borse TecDAX Total Return Selection Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, June 16th, 2025:15.00% (+0.14%)

Analysis last updated: Friday, June 13, 2025 at 06:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0433	29.19
$α$	0.2121	66.19
$β$	0.7768	243.37
$γ$	0.1563	24.37
$δ$	1.0693	22.78

Estimation Period:
Jun 30, 1999 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Deutsche Borse TecDAX Total Return Selection Index Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
GAS-GARCH Student T
MF2-GARCH