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 Monday, September 22nd, 2025:17.12% (+0.11%)

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
$ω$	0.0197	16.48
$α$	0.2035	49.72
$β$	0.9815	1,380.52
$γ$	-0.0602	-15.73

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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