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

Skip to main content

V-Lab

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

Volatility Prediction for Friday, December 5th, 2025:15.34% (-0.25%)

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
$ω$	1.4496	5.39
$α$	0.1075	10.53
$β$	0.8524	66.51
$γ_{1}$	0.0489	0.82
$γ_{2}$	-0.2295	-2.60
$γ_{3}$	0.4522	7.24
$γ_{4}$	-0.5004	-7.99
$γ_{5}$	0.3604	4.61
$γ_{6}$	-0.1823	-2.24
$γ_{7}$	0.1058	1.49
$γ_{8}$	-0.1200	-2.06
$γ_{9}$	0.0942	2.28

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Deutsche Borse TecDAX Total Return Selection Index Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH