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V-Lab

Deutsche Borse TecDAX Total Return Selection Index GARCH Volatility Analysis

Volatility prediction for Thursday, August 20th, 2026

1 Day

17.19%

decreased by 0.78%

1 Week

17.47%

decreased by 0.50%

1 Month

18.50%

increased by 0.53%

Analysis last updated: Wednesday, August 19, 2026 at 07:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

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