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 Wednesday, October 22nd, 2025:20.59% (-0.78%)

Analysis last updated: Tuesday, October 21, 2025 at 06:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4625	5.44
$α$	0.1077	10.50
$β$	0.8521	66.19
$γ_{1}$	0.0553	0.93
$γ_{2}$	-0.2420	-2.74
$γ_{3}$	0.4636	7.41
$γ_{4}$	-0.5076	-7.99
$γ_{5}$	0.3613	4.57
$γ_{6}$	-0.1800	-2.21
$γ_{7}$	0.1051	1.50
$γ_{8}$	-0.1212	-2.09
$γ_{9}$	0.0952	2.29

Estimation Period:
Jan 2, 1998 to Oct 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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