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 Monday, June 2nd, 2025:17.53% (-0.63%)

Analysis last updated: Friday, May 30, 2025 at 06:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0115	4.81
$β$	0.8120	141.83
$γ$	0.1683	35.00
$λ_{1}$	0.0089	5.52
$λ_{2}$	0.0427	6.77
$λ_{3}$	0.9535	147.21

Estimation Period:
Jan 2, 1998 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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