Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.6456	1.02
$α$	0.3986	0.46
$β$	0.6013	0.70
$γ_{1}$	-10.2540	-1.41
$γ_{2}$	12.1546	1.32
$γ_{3}$	-2.2831	-0.71
$γ_{4}$	0.3775	0.15
$γ_{5}$	0.5036	0.21
$γ_{6}$	-1.5965	-0.54
$γ_{7}$	2.9550	1.06
$γ_{8}$	-5.2411	-3.03
$γ_{9}$	5.5352	4.64

V-Lab

Yasue Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Yasue Corp Analyses