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V-Lab

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

Volatility prediction for Monday, July 20th, 2026

1 Day

20.03%

decreased by 1.05%

1 Week

19.34%

decreased by 1.74%

1 Month

17.40%

decreased by 3.68%

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 APMEM

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 modest leverage effect: negative returns increase next-day volatility 39% more than equivalent positive returns. The volatility power δ = 1.07 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

μ

APMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0427
29.63***
α

ARCH

Response to squared shocks

0.2103
68.21***
β

GARCH

Volatility persistence

0.7784
252.41***
γ

leverage

Additional response to negative shocks

0.1512
24.47***
δ

power

Transformation power

1.0698
23.28***

Persistence:

0.947

Half-life:

13 days