DAX Volatility Index

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	param	t-stat
$ω$	1.4972	5.83
$α$	0.1421	5.42
$β$	0.6989	9.76
$γ_{1}$	0.2451	1.48
$γ_{2}$	-0.3297	-1.27
$γ_{3}$	0.1190	0.70
$γ_{4}$	0.0808	0.60
$γ_{5}$	-0.3880	-2.87
$γ_{6}$	0.6514	3.90
$γ_{7}$	-0.7148	-2.99
$γ_{8}$	0.2388	0.67

V-Lab

Eqs Group Ag Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Eqs Group Ag Analyses