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 Tuesday, October 14th, 2025:17.22% (-0.56%)

Analysis last updated: Monday, October 13, 2025 at 06:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4695	5.47
$α$	0.1078	10.49
$β$	0.8519	66.03
$γ_{1}$	0.0574	0.96
$γ_{2}$	-0.2454	-2.78
$γ_{3}$	0.4660	7.45
$γ_{4}$	-0.5089	-7.99
$γ_{5}$	0.3609	4.56
$γ_{6}$	-0.1787	-2.20
$γ_{7}$	0.1042	1.49
$γ_{8}$	-0.1206	-2.09
$γ_{9}$	0.0943	2.28

Estimation Period:
Jan 2, 1998 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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