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

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

Volatility Prediction for Friday, November 14th, 2025:17.54% (-0.08%)

Analysis last updated: Thursday, November 13, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0114	4.79
$β$	0.8120	141.54
$γ$	0.1669	35.06
$λ_{1}$	0.0087	5.47
$λ_{2}$	0.0419	6.78
$λ_{3}$	0.9543	150.23

Estimation Period:
Jan 2, 1998 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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