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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 30, 1999 to Jul 17, 2026Model 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
| Parameter | Value | t-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
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