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jiū jìng
adv./n. (used for emphasis in questions) actually, on earth; after all, anyway; truth, outcome
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In this post, we discuss the differences between 到底 and 究竟:

到底 dào dǐ [v/adv] do something to the end; in the end, at last; after all, in the final analysis; (used in questions for emphasis) on earth
究竟 jiū jìng [adv/n] (used for emphasis in questions) actually, on earth; after all, anyway; truth, outcome

1. 到底 can be a verb, and 究竟 can be a noun. In this two cases, they are not interchangeable. For example, in 1a, 到底 is used as a verb, and in 1b, 究竟 is used as a noun. They are not interchangeable.
E.g. 1a. 我们一定要和敌人斗争到底。 [phr] We must struggle with the enemy to the end.
E.g. 1b. 我们都想知道个究竟。 [phr] We both/all want to know what actually happened.

2. When 到底 and 究竟 are adverbs, used for emphasis in questions, when pressing for an answer, they are interchangeable. Please note that even though they are interchangeable, 到底 is more informal and colloquial, 究竟 is more formal and used more in written text. For example:
E.g. 2a. 你到底 (or 究竟) 在干什么? [phr] What on earth are you doing?
E.g. 2b. 你究竟 (or 到底) 为什么哭呢? [phr] Why on earth are you crying?

3. When 到底 and 究竟 are adverbs and mean "after all", they are interchangeable, but we tend to use 到底 more often than 究竟 in this sense:
E.g. 3a. 到底 (or 究竟) 还是老师比我们知道的多啊。 [phr] The teacher really knows more than us.

4. When 到底 is a adverb meaning "in the end, at last", we cannot replace it with 究竟
E.g. 4a. 我等了好久,他到底还是来了。 [phr] I waited for him for a long time, and finally he came.
In this sentence above, we cannot use 究竟
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