V-Lab
Deutsche Borse TecDAX Total Return Selection Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, December 4th, 2024:14.75% (-0.67%)
Analysis last updated: Tuesday, December 3, 2024 at 07:11 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5607 | 7.02 | |
| 0.0946 | 42.72 | |
| 0.9947 | 1288.45 | |
| 11 | 4.98 |
Estimation Period:
Jan 2, 1998 to Nov 29, 2024
Jan 2, 1998 to Nov 29, 2024
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