DAX Volatility Index

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	param	t-stat
$ω$	2.2293	3.81
$α$	0.1758	6.45
$β$	0.5787	9.73
$γ_{1}$	-0.0510	-0.37
$γ_{2}$	-0.0013	-0.01
$γ_{3}$	0.2766	2.57
$γ_{4}$	-0.4252	-4.23
$γ_{5}$	0.3443	3.25
$γ_{6}$	-0.2785	-2.57
$γ_{7}$	0.3315	2.79
$γ_{8}$	-0.3854	-2.64
$γ_{9}$	0.3029	1.42
$γ_{10}$	-0.1513	-0.71

V-Lab

Sqli Sa Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sqli Sa Analyses