Deutsche Borse AG DAX Mid-Cap Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:12.26% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4336 | 9.80 | |
| 0.1125 | 31.71 | |
| 0.9837 | 547.39 | |
| 10.5910 | 4.47 |
Estimation Period:
Feb 29, 1996 to Dec 23, 2025
Feb 29, 1996 to Dec 23, 2025
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