DAX Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	4.5380	3.30
$α$	0.3180	3.72
$β$	0.2938	2.37
$γ_{1}$	13.4326	7.00
$γ_{2}$	-18.3202	-5.55
$γ_{3}$	6.2299	2.34
$γ_{4}$	-2.0420	-1.00
$γ_{5}$	0.2905	0.13
$γ_{6}$	1.3020	0.75

V-Lab

Comal S.P.A Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Comal S.P.A Analyses