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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1998 to Aug 14, 2026Model 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
| Parameter | Value | t-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
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