DAX Volatility Index

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{type} for {date}

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	param	t-stat
$m$	26
$α$	0.5808	13.17
$β$	0.4101	8.66
$γ$	-0.2659	-3.17
$λ_{1}$	0.9650	0.42
$λ_{2}$	0.0598	3.85
$λ_{3}$	0.9402	18.45

V-Lab

Green Hydrogen Systems A/S MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Green Hydrogen Systems A/S Analyses