V-Lab
Deutsche Boerse AG German Stock Index DAX GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, October 5th, 2023:13.78% (-0.68%)
Analysis last updated: Wednesday, October 4, 2023 at 05:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1306 | 5.50 | |
| 0.0759 | 38.09 | |
| 0.9917 | 579.95 | |
| 8 | 6.65 |
Estimation Period:
Jan 1, 1990 to Sep 29, 2023
Jan 1, 1990 to Sep 29, 2023
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