Deutsche Borse AG DAX Mid-Cap Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:17.57% (+2.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4460 | 9.65 | |
| 0.1126 | 31.66 | |
| 0.9838 | 545.96 | |
| 10.5386 | 4.48 |
Estimation Period:
Feb 29, 1996 to Oct 17, 2025
Feb 29, 1996 to Oct 17, 2025
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