Deutsche Borse AG DAX Mid-Cap Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:13.22% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4318 | 9.84 | |
| 0.1123 | 31.70 | |
| 0.9836 | 548.60 | |
| 10.6130 | 4.45 |
Estimation Period:
Feb 29, 1996 to Jan 16, 2026
Feb 29, 1996 to Jan 16, 2026
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