DAX Volatility Index

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	param	t-stat
$ω$	-0.0075	-2.68
$α$	0.0529	8.41
$β$	0.9510	197.76
$γ$	0.3531	3.92

V-Lab

Clasquin Group SPA AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Clasquin Group SPA Analyses