DAX Volatility Index

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	param	t-stat
$ω$	0.0654	14.74
$α$	0.1605	22.94
$β$	0.9848	853.39
$γ$	-0.0233	-3.64

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artnet AG EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other artnet AG Analyses