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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.0568	7.04***
α ARCH Response to squared shocks	0.0945	41.92***
β GARCH Volatility persistence	0.9936	1,052.54***
ν DF Student-t tail thickness	10.9509	5.26***

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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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