V-Lab
Deutsche Borse SDAX Performance Index (XETRA) GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, September 1st, 2025:12.94% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2400 | 10.97 | |
| 0.1079 | 23.88 | |
| 0.9730 | 331.87 | |
| 9.5861 | 3.46 |
Estimation Period:
Mar 5, 2013 to Aug 29, 2025
Mar 5, 2013 to Aug 29, 2025
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