Deutsche Borse SDAX Performance Index (XETRA) GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:16.50% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2393 | 11.00 | |
| 0.1054 | 23.92 | |
| 0.9733 | 333.65 | |
| 9.5291 | 3.49 |
Estimation Period:
Mar 5, 2013 to Dec 5, 2025
Mar 5, 2013 to Dec 5, 2025
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