DAX Volatility Index

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	param	t-stat
$ω$	15.2721	3.15
$α$	0.0734	8.98
$β$	0.9395	50.54
$ν$	3.0487	5.18

V-Lab

Crayon Group Holding ASA GAS-GARCH Student T Volatility Analysis

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Date Range:

Parameter Estimates

Other Crayon Group Holding ASA Analyses