DAX Volatility Index

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	param	t-stat
$ω$	1.2726	4.35
$α$	0.0767	5.62
$β$	0.8960	64.60
$γ_{1}$	0.6321	2.24
$γ_{2}$	-1.0812	-2.45
$γ_{3}$	0.7103	2.25
$γ_{4}$	-0.4017	-1.31
$γ_{5}$	0.2906	0.88
$γ_{6}$	-0.1518	-0.45
$γ_{7}$	-0.3039	-0.91
$γ_{8}$	0.9376	2.37
$γ_{9}$	-1.7296	-4.06
$γ_{10}$	1.7790	6.37

V-Lab

Edf Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Edf Analyses