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V-Lab

Deutsche Borse TecDAX Total Return Selection Index GARCH Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

18.72%

decreased by 0.09%

1 Week

18.95%

increased by 0.14%

1 Month

19.82%

increased by 1.01%

Analysis last updated: Friday, August 14, 2026 at 07:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Deutsche Borse TecDAX Total Return Selection Index GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1998 to Aug 14, 2026

Model Insight

With persistence 0.992, volatility shocks have a half-life of 86 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0290
21.38***
α

ARCH

Response to squared shocks

0.1024
50.00***
β

GARCH

Volatility persistence

0.8896
441.04***

Persistence:

0.992

Half-life:

86 days