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	param	t-stat
$m$	26
$α$	0.1566	42.14
$β$	0.7611	100.67
$γ$	-0.1248	-17.20
$λ_{1}$	0.0860	2.08
$λ_{2}$	0.0123	3.92
$λ_{3}$	0.9848	248.50

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DAX Volatility Index MF2-GARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

Volatility Forecasts

Other DAX Volatility Index Analyses