DFV Deutsche Familienversicherung AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:90.37% (-19.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 23.8104 | 3.46 | |
| 0.1378 | 66.29 | |
| 0.9842 | 222.12 | |
| 2.3700 | 111.16 |
Estimation Period:
Dec 4, 2018 to Feb 6, 2026
Dec 4, 2018 to Feb 6, 2026
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