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V-Lab

Deutsche Borse TecDAX Total Return Selection Index GJR-GARCH Volatility Analysis

Volatility prediction for Thursday, July 9th, 2026

1 Day

22.84%

increased by 3.83%

1 Week

22.96%

increased by 3.95%

1 Month

23.41%

increased by 4.40%

Analysis last updated: Wednesday, July 8, 2026 at 10:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deutsche Borse TecDAX Total Return Selection Index GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1998 to Jul 3, 2026

Model Insight

This asset exhibits a strong leverage effect: negative returns increase next-day volatility 146% more than equivalent positive returns.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0371
23.97***
α

ARCH

Response to squared shocks

0.0589
18.34***
β

GARCH

Volatility persistence

0.8857
430.35***
γ

leverage

Additional response to negative shocks

0.0860
13.90***

Persistence:

0.988

Half-life:

55 days