Deutsche Borse AG DAX Mid-Cap Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:16.88% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4454 | 9.64 | |
| 0.1126 | 31.65 | |
| 0.9838 | 545.04 | |
| 10.5247 | 4.49 |
Estimation Period:
Feb 29, 1996 to Oct 24, 2025
Feb 29, 1996 to Oct 24, 2025
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