V-Lab
Deutsche Borse TecDAX Total Return Selection Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 27th, 2024:14.28% (-0.50%)
Analysis last updated: Monday, December 23, 2024 at 07:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5379 | 6.99 | |
| 0.0945 | 42.81 | |
| 0.9947 | 1281.80 | |
| 11 | 5.03 |
Estimation Period:
Jan 2, 1998 to Dec 23, 2024
Jan 2, 1998 to Dec 23, 2024
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