DAX Volatility Index

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	param	t-stat
$ω$	100.0000	1,000,000,000.00
$α$	0.5268	5,267,600.00
$β$	0.2605	2,604,540.00
$γ_{1}$	166.9809	1,669,809,000.00
$γ_{2}$	-693.7514	-6,937,514,000.00
$γ_{3}$	914.0867	9,140,867,000.00
$γ_{4}$	-100.8605	-1,008,605,000.00
$γ_{5}$	-1,376.5800	-13,765,800,000.00
$γ_{6}$	2,828.6650	28,286,650,000.00
$γ_{7}$	-3,089.0100	-30,890,100,000.00
$γ_{8}$	-21,102.3600	-211,023,600,000.00

V-Lab

Froy Asa Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Froy Asa Analyses