Deutsche Borse TecDAX Total Return Selection Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:16.45% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2798 | 7.00 | |
| 0.0960 | 42.33 | |
| 0.9940 | 1,132.16 | |
| 11.2066 | 5.15 |
Estimation Period:
Jan 2, 1998 to Oct 10, 2025
Jan 2, 1998 to Oct 10, 2025
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