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, August 1st, 2025:16.05% (+1.27%)

Analysis last updated: Thursday, July 31, 2025 at 06:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4875	5.49
$α$	0.1087	10.49
$β$	0.8512	65.96
$γ_{1}$	0.0691	1.14
$γ_{2}$	-0.2700	-3.02
$γ_{3}$	0.4897	7.72
$γ_{4}$	-0.5237	-7.91
$γ_{5}$	0.3629	4.45
$γ_{6}$	-0.1752	-2.14
$γ_{7}$	0.1041	1.51
$γ_{8}$	-0.1245	-2.18
$γ_{9}$	0.0976	2.36

Estimation Period:
Jan 2, 1998 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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