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 Friday, July 11th, 2025:13.73% (-0.53%)

Analysis last updated: Thursday, July 10, 2025 at 06:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5045	5.56
$α$	0.1082	10.45
$β$	0.8516	65.93
$γ_{1}$	0.0760	1.26
$γ_{2}$	-0.2808	-3.14
$γ_{3}$	0.4962	7.82
$γ_{4}$	-0.5265	-7.92
$γ_{5}$	0.3608	4.43
$γ_{6}$	-0.1708	-2.10
$γ_{7}$	0.1018	1.49
$γ_{8}$	-0.1247	-2.19
$γ_{9}$	0.0979	2.36

Estimation Period:
Jan 2, 1998 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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