V-Lab
Deutsche Borse TecDAX Total Return Selection Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:25.70% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5864 | 7.07 | |
| 0.0960 | 42.50 | |
| 0.9945 | 1,254.11 | |
| 11.5092 | 4.99 |
Estimation Period:
Jan 2, 1998 to May 2, 2025
Jan 2, 1998 to May 2, 2025
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