DAX Volatility Index

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	param	t-stat
$ω$	0.0146	4.39
$α$	0.1171	7.26
$β$	1.0000	865.80
$γ$	-0.0247	-2.31

V-Lab

Clasquin Group SPA EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Clasquin Group SPA Analyses