DAX Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.4954	3.78
$α$	0.1606	2.14
$β$	0.1084	0.64
$γ_{1}$	-22.3487	-3.99
$γ_{2}$	34.3176	4.20
$γ_{3}$	-22.0673	-3.63
$γ_{4}$	16.6526	2.88
$γ_{5}$	-7.5685	-1.43
$γ_{6}$	-6.1172	-0.76
$γ_{7}$	9.1995	0.96
$γ_{8}$	2.1995	0.35

V-Lab

Clasquin Group SPA Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Clasquin Group SPA Analyses