V-Lab
Deutsche Borse SDAX Performance Index (XETRA) GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, September 16th, 2025:13.34% (+0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2375 | 10.62 | |
| 0.1062 | 23.78 | |
| 0.9733 | 326.82 | |
| 9.3299 | 3.54 |
Estimation Period:
Mar 5, 2013 to Sep 12, 2025
Mar 5, 2013 to Sep 12, 2025
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