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

V-Lab

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

Volatility Prediction for Tuesday, September 16th, 2025:15.15% (-0.77%)

Analysis last updated: Monday, September 15, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0122	5.12
$β$	0.8114	140.74
$γ$	0.1670	34.88
$λ_{1}$	0.0086	5.49
$λ_{2}$	0.0421	6.80
$λ_{3}$	0.9541	149.97

Estimation Period:
Jan 2, 1998 to Sep 12, 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
Asy. Power MEM
GAS-GARCH Student T