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	param	t-stat
$m$	26
$α$	0.1607	42.60
$β$	0.7539	99.86
$γ$	-0.1252	-17.24
$λ_{1}$	0.0842	2.08
$λ_{2}$	0.0126	4.06
$λ_{3}$	0.9846	253.90

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DAX Volatility Index MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other DAX Volatility Index Analyses