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 Thursday, September 18th, 2025:15.01% (-0.68%)

Analysis last updated: Wednesday, September 17, 2025 at 07:10 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

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