DAX Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.4250	7.92
$α$	0.0932	7.16
$β$	0.7904	25.22
$γ_{1}$	0.0125	0.42
$γ_{2}$	0.0269	0.60
$γ_{3}$	-0.0886	-3.03
$γ_{4}$	0.0580	2.14
$γ_{5}$	0.0410	1.44
$γ_{6}$	-0.1518	-3.55

V-Lab

Swedish Match Ab Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Swedish Match Ab Analyses