DAX Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:86.08% (-4.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31.9513 | 8.27 | |
| 0.0706 | 29.77 | |
| 0.9744 | 286.75 | |
| 5.1259 | 7.28 |
Estimation Period:
Jan 2, 1992 to Dec 30, 2025
Jan 2, 1992 to Dec 30, 2025
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