V-Lab: Deutsche Borse TecDAX Total Return Selection Index APARCH Volatility Analysis

V-Lab

Deutsche Borse TecDAX Total Return Selection Index APARCH Volatility Analysis

Volatility Prediction for Monday, September 22nd, 2025:17.15% (-0.18%)

Analysis last updated: Friday, September 19, 2025 at 06:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0341	26.73
$α$	0.1067	42.97
$β$	0.8890	408.37
$γ$	0.2554	17.43
$δ$	1.6107	33.86

Estimation Period:
Jan 2, 1998 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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