DAX Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.0613	9.62
$β$	0.6084	22.93
$γ$	0.0969	9.22
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0712	2.33
$λ_{3}$	0.9288	30.82

V-Lab

Edf MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Edf Analyses