Deutsche Borse TecDAX Total Return Selection Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:16.72% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2424 | 7.06 | |
| 0.0958 | 42.22 | |
| 0.9940 | 1,128.24 | |
| 11.2779 | 5.10 |
Estimation Period:
Jan 2, 1998 to Nov 28, 2025
Jan 2, 1998 to Nov 28, 2025
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