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 Thursday, September 18th, 2025:13.94% (-0.09%)

Analysis last updated: Wednesday, September 17, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5383	5.68
$α$	0.1084	10.43
$β$	0.8507	64.75
$γ_{1}$	0.0830	1.41
$γ_{2}$	-0.2877	-3.28
$γ_{3}$	0.4972	7.97
$γ_{4}$	-0.5350	-8.34
$γ_{5}$	0.3809	4.79
$γ_{6}$	-0.1932	-2.38
$γ_{7}$	0.1155	1.65
$γ_{8}$	-0.1302	-1.99
$γ_{9}$	0.1003	0.91

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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