DAX Volatility Index

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	param	t-stat
$ω$	0.0928	8.27
$α$	0.1002	44.49
$β$	0.8885	503.11
$γ$	0.6894	7.40

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Nexus AG AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nexus AG Analyses