V-Lab: Deutsche Borse TecDAX Total Return Selection Index Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Deutsche Borse TecDAX Total Return Selection Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:16.01% (-0.86%)

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
$ω$	1.4965	5.52
$α$	0.1086	10.45
$β$	0.8511	65.63
$γ_{1}$	0.0778	1.28
$γ_{2}$	-0.2862	-3.18
$γ_{3}$	0.5030	7.89
$γ_{4}$	-0.5302	-7.89
$γ_{5}$	0.3595	4.39
$γ_{6}$	-0.1669	-2.06
$γ_{7}$	0.0988	1.46
$γ_{8}$	-0.1219	-2.14
$γ_{9}$	0.0951	2.26

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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