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

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V-Lab

DAX Volatility Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, December 20th, 2024:79.56% (+14.72%)

Analysis last updated: Friday, December 20, 2024 at 09:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	31.4283	7.86
$α$	0.0691	30.18
$β$	0.9760	288.00
$ν$	5	7.25

Estimation Period:
Jan 2, 1992 to Mar 28, 2024