DAX Volatility Index

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	param	t-stat
$ω$	0.7992	4.77
$α$	0.1442	5.77
$β$	0.6978	16.18
$γ_{1}$	-0.3622	-1.88
$γ_{2}$	0.5004	1.64
$γ_{3}$	-0.2101	-0.85
$γ_{4}$	0.1542	0.73
$γ_{5}$	-0.3119	-1.58
$γ_{6}$	0.6054	3.28
$γ_{7}$	-0.6593	-3.19
$γ_{8}$	0.5071	1.80
$γ_{9}$	-0.4191	-1.11
$γ_{10}$	0.2566	0.85

V-Lab

New Work SE Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other New Work SE Analyses