Deutsche Borse SDAX Performance Index (XETRA) GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:18.12% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2431 | 10.93 | |
| 0.1056 | 23.87 | |
| 0.9733 | 333.22 | |
| 9.5055 | 3.50 |
Estimation Period:
Mar 5, 2013 to Nov 28, 2025
Mar 5, 2013 to Nov 28, 2025
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