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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	6.1689	11.16***
α ARCH Response to squared shocks	0.0902	100.57***
β GARCH Volatility persistence	0.9990	9,891.09***
ν DF Student-t tail thickness	2.0868	6,710.13***

V-Lab

Stroeer Se & Co Kgaa GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Stroeer Se & Co Kgaa Analyses