V-Lab
Deutsche Boerse AG German Stock Index DAX GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, May 12th, 2025:24.18% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1054 | 5.62 | |
| 0.0768 | 38.32 | |
| 0.9917 | 598.87 | |
| 7.6915 | 6.68 |
Estimation Period:
Jan 1, 1990 to May 9, 2025
Jan 1, 1990 to May 9, 2025
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