DAX Volatility Index

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{type} for {date}

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	param	t-stat
$m$	106
$α$	0.3805	8.59
$β$	0.3270	10.98
$γ$	-0.0782	-2.56
$λ_{1}$	5.0687	0.01
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0033	0.00

V-Lab

Orapi MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Orapi Analyses