V-Lab
Deutsche Boerse AG German Stock Index DAX GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, May 7th, 2025:27.19% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1272 | 5.57 | |
| 0.0766 | 38.56 | |
| 0.9919 | 605.18 | |
| 7.7014 | 6.69 |
Estimation Period:
Jan 1, 1990 to May 2, 2025
Jan 1, 1990 to May 2, 2025
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