Deutsche Borse SDAX Performance Index (XETRA) GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:11.26% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2280 | 11.07 | |
| 0.1066 | 23.87 | |
| 0.9726 | 327.82 | |
| 9.5043 | 3.51 |
Estimation Period:
Mar 5, 2013 to Dec 23, 2025
Mar 5, 2013 to Dec 23, 2025
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