DAX Volatility Index

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	param	t-stat
$ω$	0.9387	2.80
$α$	0.0934	5.20
$β$	0.7866	16.91
$γ_{1}$	0.1198	1.20
$γ_{2}$	-0.0246	-0.20
$γ_{3}$	-0.2058	-2.61
$γ_{4}$	0.1239	1.33
$γ_{5}$	-0.0766	-0.73
$γ_{6}$	0.2145	1.25

V-Lab

DEPFA Bank PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other DEPFA Bank PLC Analyses