V-Lab: DAX Volatility Index GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

DAX Volatility Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, March 21st, 2025:87.49% (-5.45%)

Analysis last updated: Saturday, March 22, 2025 at 01:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	31.5522	8.10
$α$	0.0706	29.49
$β$	0.9745	280.35
$ν$	5.1146	7.25

Estimation Period:
Jan 2, 1992 to Dec 23, 2024