Deutsche Borse TecDAX Total Return Selection Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, January 22nd, 2026:16.77% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1783 | 7.06 | |
| 0.0960 | 42.12 | |
| 0.9939 | 1,105.53 | |
| 11.2426 | 5.12 |
Estimation Period:
Jan 2, 1998 to Jan 16, 2026
Jan 2, 1998 to Jan 16, 2026
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