V-Lab: Deutsche Borse TecDAX Total Return Selection Index MF2-GARCH Volatility Analysis

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V-Lab

Deutsche Borse TecDAX Total Return Selection Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 5th, 2025:14.16% (-0.40%)

Analysis last updated: Tuesday, February 4, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0109	4.64
$β$	0.8163	142.01
$γ$	0.1639	34.21
$λ_{1}$	0.0085	5.26
$λ_{2}$	0.0425	6.64
$λ_{3}$	0.9538	145.26

Estimation Period:
Jan 2, 1998 to Jan 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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