V-Lab
Deutsche Boerse AG German Stock Index DAX GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 5th, 2023:16.64% (+0.78%)
Analysis last updated: Friday, June 2, 2023 at 05:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1640 | 5.47 | |
| 0.0764 | 37.92 | |
| 0.9917 | 574.55 | |
| 8 | 6.65 |
Estimation Period:
Jan 1, 1990 to Jun 2, 2023
Jan 1, 1990 to Jun 2, 2023
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