DAX Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:69.13% (-3.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 32.0488 | 8.23 | |
| 0.0720 | 30.05 | |
| 0.9742 | 282.13 | |
| 5.1172 | 7.39 |
Estimation Period:
Jan 2, 1992 to Apr 30, 2025
Jan 2, 1992 to Apr 30, 2025
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