DAX Volatility Index

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	param	t-stat
$ω$	0.7265	7,264,640.00
$α$	0.6947	6,946,700.00
$β$	0.3050	3,049,570.00
$γ_{1}$	100.5229	1,005,229,000.00
$γ_{2}$	-238.3289	-2,383,289,000.00
$γ_{3}$	-473.3225	-4,733,225,000.00
$γ_{4}$	185.4266	1,854,266,000.00
$γ_{5}$	1,756.8260	17,568,260,000.00
$γ_{6}$	987.9371	9,879,371,000.00
$γ_{7}$	-4,411.9920	-44,119,920,000.00
$γ_{8}$	-9,337.3060	-93,373,060,000.00
$γ_{9}$	-2,730.0550	-27,300,550,000.00

V-Lab

Arcadium Lithium PLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Arcadium Lithium PLC Analyses