Deutsche Borse TecDAX Total Return Selection Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 5th, 2025:15.07% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2567 | 7.01 | |
| 0.0959 | 42.39 | |
| 0.9940 | 1,125.71 | |
| 11.1918 | 5.16 |
Estimation Period:
Jan 2, 1998 to Oct 31, 2025
Jan 2, 1998 to Oct 31, 2025
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