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, July 1st, 2025:15.65% (-0.82%)

Analysis last updated: Monday, June 30, 2025 at 06:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4479	5.38
$α$	0.1076	10.38
$β$	0.8514	65.44
$γ_{1}$	0.0671	1.10
$γ_{2}$	-0.2708	-3.02
$γ_{3}$	0.4954	7.84
$γ_{4}$	-0.5270	-7.96
$γ_{5}$	0.3611	4.46
$γ_{6}$	-0.1707	-2.11
$γ_{7}$	0.1009	1.49
$γ_{8}$	-0.1225	-2.17
$γ_{9}$	0.0956	2.32

Estimation Period:
Jan 2, 1998 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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