Deutsche Borse SDAX Performance Index (XETRA) GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:17.63% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2404 | 10.58 | |
| 0.1056 | 23.64 | |
| 0.9732 | 324.95 | |
| 9.2800 | 3.54 |
Estimation Period:
Mar 5, 2013 to Oct 10, 2025
Mar 5, 2013 to Oct 10, 2025
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