Deutsche Borse SDAX Performance Index (XETRA) GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, March 10th, 2026:25.90% (+1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2645 | 10.75 | |
| 0.1065 | 23.89 | |
| 0.9731 | 329.52 | |
| 9.3104 | 3.60 |
Estimation Period:
Mar 5, 2013 to Mar 6, 2026
Mar 5, 2013 to Mar 6, 2026
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