V-Lab: Deutsche Borse TecDAX Total Return Selection Index Spline-GARCH Volatility Analysis

V-Lab

Deutsche Borse TecDAX Total Return Selection Index Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:15.61% (-0.83%)

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
$ω$	1.5497	5.70
$α$	0.1083	10.39
$β$	0.8512	65.18
$γ_{1}$	0.0933	1.56
$γ_{2}$	-0.3087	-3.47
$γ_{3}$	0.5167	8.15
$γ_{4}$	-0.5461	-8.22
$γ_{5}$	0.3791	4.66
$γ_{6}$	-0.1851	-2.27
$γ_{7}$	0.1100	1.59
$γ_{8}$	-0.1262	-1.87
$γ_{9}$	0.0928	0.79

Estimation Period:
Jan 2, 1998 to Jun 27, 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
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH