Deutsche Borse SDAX Performance Index (XETRA) GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 14th, 2026:14.98% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2357 | 11.30 | |
| 0.1070 | 23.81 | |
| 0.9724 | 331.78 | |
| 9.6247 | 3.48 |
Estimation Period:
Mar 5, 2013 to Jan 9, 2026
Mar 5, 2013 to Jan 9, 2026
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