DAX Volatility Index

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{type} for {date}

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	param	t-stat
$m$	56
$α$	0.3554	20.22
$β$	0.3868	14.07
$γ$	-0.0464	-2.09
$λ_{1}$	6.7409	0.19
$λ_{2}$	0.3651	0.18
$λ_{3}$	0.0000	0.00

V-Lab

Pcas MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pcas Analyses