DAX Volatility Index

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	param	t-stat
$ω$	1.1104	3.62
$α$	0.1175	2.21
$β$	0.0846	0.32
$γ_{1}$	7.4758	1.12
$γ_{2}$	-10.2883	-1.02
$γ_{3}$	13.3489	1.76
$γ_{4}$	-29.9855	-4.44
$γ_{5}$	40.1844	6.37
$γ_{6}$	-31.6397	-4.74
$γ_{7}$	6.1493	0.88
$γ_{8}$	23.6552	2.67
$γ_{9}$	-55.5715	-4.26

V-Lab

Procaps Group S A Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Procaps Group S A Analyses