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 Tuesday, September 16th, 2025:13.79% (-0.41%)

Analysis last updated: Monday, September 15, 2025 at 07:11 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

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