DAX Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	3.4439	11.33
$α$	0.2300	12.32
$β$	0.5328	18.32
$γ$	-1.0885	-3.80

V-Lab

Penneo APS AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Penneo APS Analyses