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

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

Volatility Prediction for Thursday, November 13th, 2025:18.05% (+1.53%)

Analysis last updated: Wednesday, November 12, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4639	5.45
$α$	0.1077	10.52
$β$	0.8521	66.30
$γ_{1}$	0.0536	0.90
$γ_{2}$	-0.2378	-2.69
$γ_{3}$	0.4587	7.35
$γ_{4}$	-0.5041	-7.98
$γ_{5}$	0.3600	4.58
$γ_{6}$	-0.1799	-2.21
$γ_{7}$	0.1043	1.48
$γ_{8}$	-0.1195	-2.06
$γ_{9}$	0.0934	2.26

Estimation Period:
Jan 2, 1998 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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