DAX Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.4975	12.30
$α$	0.0443	10.29
$β$	0.8225	89.49
$γ$	0.1305	8.57

V-Lab

New Work SE GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other New Work SE Analyses