DAX Volatility Index

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	param	t-stat
$ω$	1.5388	2.70
$α$	0.1453	6.55
$β$	0.8324	31.39
$γ_{1}$	-0.2066	-1.53
$γ_{2}$	0.3939	2.02
$γ_{3}$	-0.2173	-1.55
$γ_{4}$	0.0078	0.06
$γ_{5}$	-0.0350	-0.23
$γ_{6}$	0.2522	1.63
$γ_{7}$	-0.4021	-2.31
$γ_{8}$	0.2416	0.98

V-Lab

GBW AG Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GBW AG Analyses