Deutsche Borse SDAX Performance Index (XETRA) GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.96% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2334 | 11.19 | |
| 0.1068 | 23.81 | |
| 0.9722 | 328.21 | |
| 9.4336 | 3.57 |
Estimation Period:
Mar 5, 2013 to Feb 6, 2026
Mar 5, 2013 to Feb 6, 2026
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