DAX Volatility Index

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	param	t-stat
$ω$	17.5518	2.72
$α$	0.7705	35.72
$β$	0.2286	10.62
$γ_{1}$	-2.2259	-0.72
$γ_{2}$	7.7117	1.27
$γ_{3}$	-9.6801	-1.58
$γ_{4}$	2.3291	0.50
$γ_{5}$	6.5364	2.28
$γ_{6}$	-7.1633	-2.31
$γ_{7}$	4.2978	0.65
$γ_{8}$	-136.7154	-8.79
$γ_{9}$	543.3985	15.09
$γ_{10}$	-1,399.0900	-28.14

V-Lab

Gaussin Sa Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Gaussin Sa Analyses