DAX Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	4.4880	3.36
$α$	0.3102	3.62
$β$	0.2759	2.29
$γ_{1}$	13.4994	7.18
$γ_{2}$	-18.4825	-5.70
$γ_{3}$	6.5132	2.48
$γ_{4}$	-2.5998	-1.23
$γ_{5}$	1.4529	0.51
$γ_{6}$	-1.6591	-0.36

V-Lab

Comal S.P.A Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Comal S.P.A Analyses