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, July 31st, 2025:14.58% (-0.49%)

Analysis last updated: Wednesday, July 30, 2025 at 06:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0115	4.85
$β$	0.8130	143.08
$γ$	0.1676	35.08
$λ_{1}$	0.0087	5.53
$λ_{2}$	0.0424	6.80
$λ_{3}$	0.9538	148.84

Estimation Period:
Jan 2, 1998 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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