DAX Volatility Index

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	param	t-stat
$ω$	1.9964	2.08
$α$	0.2640	1.60
$β$	0.1241	0.90
$γ_{1}$	8.3255	0.95
$γ_{2}$	-7.1674	-0.62
$γ_{3}$	-0.2757	-0.05
$γ_{4}$	-5.1766	-0.92
$γ_{5}$	5.1549	0.93
$γ_{6}$	4.7454	0.84
$γ_{7}$	-14.5548	-2.41
$γ_{8}$	18.1609	3.55
$γ_{9}$	-22.7195	-4.26
$γ_{10}$	22.2228	6.21

V-Lab

Volue Asa Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Volue Asa Analyses