DAX Volatility Index

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	param	t-stat
$ω$	2.5354	1.82
$α$	0.3920	7.26
$β$	0.5949	11.19
$γ_{1}$	-0.3385	-0.09
$γ_{2}$	1.1137	0.22
$γ_{3}$	-3.2006	-0.92
$γ_{4}$	4.6077	1.47
$γ_{5}$	-3.9376	-1.51
$γ_{6}$	-1.3119	-0.49
$γ_{7}$	13.0041	5.44
$γ_{8}$	-18.4726	-5.13
$γ_{9}$	11.1516	2.79

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home24 SE Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other home24 SE Analyses