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, December 5th, 2025:14.99% (-0.50%)

Analysis last updated: Thursday, December 4, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0113	4.77
$β$	0.8122	141.57
$γ$	0.1666	35.10
$λ_{1}$	0.0086	5.47
$λ_{2}$	0.0419	6.77
$λ_{3}$	0.9543	150.07

Estimation Period:
Jan 2, 1998 to Nov 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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