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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.0577	7.04***
α ARCH Response to squared shocks	0.0949	41.78***
β GARCH Volatility persistence	0.9936	1,051.41***
ν DF Student-t tail thickness	10.9945	5.23***

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Deutsche Borse TecDAX Total Return Selection Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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