Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	7.5974	1.81
$α$	0.1544	1.65
$β$	0.8189	7.38
$γ_{1}$	11.0586	3.31
$γ_{2}$	-14.8869	-2.71
$γ_{3}$	4.2945	0.93
$γ_{4}$	-0.7472	-0.21
$γ_{5}$	2.0424	0.63
$γ_{6}$	-4.5693	-1.05
$γ_{7}$	7.9739	1.19
$γ_{8}$	-14.8093	-2.00

V-Lab

Khc Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Khc Ltd Analyses