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V-Lab

Deutsche Borse TecDAX Total Return Selection Index Asy. MEM Volatility Analysis

Volatility prediction for Monday, July 20th, 2026

1 Day

19.08%

decreased by 1.06%

1 Week

19.35%

decreased by 0.79%

1 Month

20.25%

increased by 0.11%

Analysis last updated: Friday, July 17, 2026 at 07:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deutsche Borse TecDAX Total Return Selection Index AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 30, 1999 to Jul 17, 2026

Model Insight

This asset exhibits a notable leverage effect: negative returns increase next-day volatility 61% more than equivalent positive returns.

μ

AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0545
32.96***
α

ARCH

Response to squared shocks

0.1592
33.47***
β

GARCH

Volatility persistence

0.7687
258.49***
γ

leverage

Additional response to negative shocks

0.0977
13.81***

Persistence:

0.977

Half-life:

30 days