Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	5.4682	1.78
$α$	0.1613	1.68
$β$	0.8080	7.28
$γ_{1}$	5.6148	3.35
$γ_{2}$	-8.2315	-3.75
$γ_{3}$	3.6045	2.19
$γ_{4}$	-0.9851	-0.57
$γ_{5}$	0.3021	0.20
$γ_{6}$	-0.5075	-0.42

V-Lab

Khc Ltd Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Khc Ltd Analyses