Deutsche Borse TecDAX Total Return Selection Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:18.89% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2449 | 7.04 | |
| 0.0958 | 42.23 | |
| 0.9940 | 1,125.69 | |
| 11.2469 | 5.12 |
Estimation Period:
Jan 2, 1998 to Nov 21, 2025
Jan 2, 1998 to Nov 21, 2025
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