DAX Volatility Index

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	param	t-stat
$ω$	0.5834	13.42
$α$	0.3348	15.64
$β$	0.7842	50.80
$γ$	0.0780	5.24

V-Lab

Penneo APS EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Penneo APS Analyses