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

V-Lab

Deutsche Borse TecDAX Total Return Selection Index EGARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:19.93% (+0.38%)

Analysis last updated: Wednesday, June 18, 2025 at 06:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0201	16.71
$α$	0.2045	49.45
$β$	0.9814	1,368.73
$γ$	-0.0610	-15.93

Estimation Period:
Jan 2, 1998 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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