Deutsche Borse TecDAX Total Return Selection Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:11.96% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2474 | 7.03 | |
| 0.0964 | 42.57 | |
| 0.9940 | 1,133.44 | |
| 11.2600 | 5.16 |
Estimation Period:
Jan 2, 1998 to Dec 23, 2025
Jan 2, 1998 to Dec 23, 2025
Other Deutsche Borse TecDAX Total Return Selection Index Analyses
Other GAS-GARCH Student T Analyses on Equity Indices