V-Lab
Deutsche Borse TecDAX Total Return Selection Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:18.49% (-0.93%)
Analysis last updated: Wednesday, April 24, 2024 at 06:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8359 | 6.93 | |
| 0.0955 | 43.75 | |
| 0.9949 | 1342.70 | |
| 11 | 5.16 |
Estimation Period:
Jan 2, 1998 to Apr 19, 2024
Jan 2, 1998 to Apr 19, 2024
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