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 Tuesday, July 1st, 2025:15.47% (-0.50%)

Analysis last updated: Monday, June 30, 2025 at 06:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0116	4.86
$β$	0.8125	142.85
$γ$	0.1680	35.08
$λ_{1}$	0.0087	5.55
$λ_{2}$	0.0424	6.82
$λ_{3}$	0.9538	149.34

Estimation Period:
Jan 2, 1998 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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