DAX Volatility Index

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	param	t-stat
$ω$	1.4612	6.16
$α$	0.1099	7.11
$β$	0.7188	10.96
$γ_{1}$	-0.0908	-1.04
$γ_{2}$	0.0778	0.62
$γ_{3}$	0.1780	2.18
$γ_{4}$	-0.4492	-5.47
$γ_{5}$	0.5377	5.89
$γ_{6}$	-0.3780	-4.00
$γ_{7}$	0.2411	2.48
$γ_{8}$	-0.2383	-2.18
$γ_{9}$	0.2575	1.39
$γ_{10}$	-0.7246	-2.44

V-Lab

Nexus AG Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nexus AG Analyses