V-Lab
Deutsche Borse TecDAX Total Return Selection Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, April 22nd, 2025:36.09% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6444 | 7.06 | |
| 0.0961 | 42.71 | |
| 0.9946 | 1,273.48 | |
| 11.5154 | 5.00 |
Estimation Period:
Jan 2, 1998 to Apr 17, 2025
Jan 2, 1998 to Apr 17, 2025
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