V-Lab
Deutsche Borse TecDAX Total Return Selection Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:17.83% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4306 | 7.10 | |
| 0.0969 | 41.99 | |
| 0.9942 | 1,186.39 | |
| 11.4964 | 4.97 |
Estimation Period:
Jan 2, 1998 to May 30, 2025
Jan 2, 1998 to May 30, 2025
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