Deutsche Borse SDAX Performance Index (XETRA) GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:18.54% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2444 | 10.80 | |
| 0.1060 | 23.73 | |
| 0.9732 | 329.45 | |
| 9.4213 | 3.50 |
Estimation Period:
Mar 5, 2013 to Nov 7, 2025
Mar 5, 2013 to Nov 7, 2025
Other Deutsche Borse SDAX Performance Index (XETRA) Analyses
Other GAS-GARCH Student T Analyses on Equity Indices