Deutsche Borse SDAX Performance Index (XETRA) GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:24.27% (+5.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2306 | 11.34 | |
| 0.1065 | 23.84 | |
| 0.9725 | 333.04 | |
| 9.6304 | 3.48 |
Estimation Period:
Mar 5, 2013 to Jan 16, 2026
Mar 5, 2013 to Jan 16, 2026
Other Deutsche Borse SDAX Performance Index (XETRA) Analyses
Other GAS-GARCH Student T Analyses on Equity Indices