Deutsche Borse TecDAX Total Return Selection Index MEM Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
17.23%
decreased by 0.94%
1 Week
17.72%
decreased by 0.45%
1 Month
19.41%
increased by 1.24%
Analysis last updated: Monday, July 20, 2026 at 07:10 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
Volatility shocks decay with a half-life of 50 trading days, meaning a shock loses half its impact after approximately 50 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0507 | 8.30*** |
α ARCH Response to squared shocks | 0.2365 | 50.25*** |
β GARCH Volatility persistence | 0.7497 | 238.46*** |
Persistence:
0.986
Half-life:
50 days
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