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

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V-Lab

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

Volatility Prediction for Monday, February 10th, 2025:17.04% (+0.14%)

Analysis last updated: Friday, February 7, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5141	5.60
$α$	0.1050	10.26
$β$	0.8559	67.23
$γ_{1}$	0.0933	1.50
$γ_{2}$	-0.3164	-3.43
$γ_{3}$	0.5277	8.02
$γ_{4}$	-0.5390	-7.63
$γ_{5}$	0.3482	4.17
$γ_{6}$	-0.1491	-1.86
$γ_{7}$	0.0914	1.38
$γ_{8}$	-0.1253	-2.16
$γ_{9}$	0.0991	2.28

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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