DAX Volatility Index

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	param	t-stat
$ω$	1.1012	3.64
$α$	0.1230	2.24
$β$	0.0000	0.00
$γ_{1}$	7.2143	1.09
$γ_{2}$	-9.8790	-0.99
$γ_{3}$	13.1713	1.76
$γ_{4}$	-30.0675	-4.50
$γ_{5}$	40.7006	6.57
$γ_{6}$	-33.3656	-5.09
$γ_{7}$	11.0007	1.64
$γ_{8}$	10.8110	1.59
$γ_{9}$	-15.3458	-2.79

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Procaps Group S A Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Procaps Group S A Analyses