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 Thursday, September 18th, 2025:13.88% (-0.09%)

Analysis last updated: Wednesday, September 17, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4764	5.48
$α$	0.1085	10.52
$β$	0.8509	65.56
$γ_{1}$	0.0617	1.03
$γ_{2}$	-0.2539	-2.86
$γ_{3}$	0.4738	7.56
$γ_{4}$	-0.5141	-7.99
$γ_{5}$	0.3621	4.54
$γ_{6}$	-0.1782	-2.19
$γ_{7}$	0.1054	1.52
$γ_{8}$	-0.1251	-2.18
$γ_{9}$	0.0992	2.40

Estimation Period:
Jan 2, 1998 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Deutsche Borse TecDAX Total Return Selection Index Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH