Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3698	5.78
$α$	0.2800	6.87
$β$	0.4491	8.02
$γ_{1}$	0.0240	0.30
$γ_{2}$	0.0082	0.07
$γ_{3}$	-0.0295	-0.36
$γ_{4}$	-0.0152	-0.21
$γ_{5}$	-0.0794	-1.00
$γ_{6}$	0.2393	2.97
$γ_{7}$	-0.2894	-3.50
$γ_{8}$	0.2764	2.22

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Meldia Development & Const Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Meldia Development & Const Analyses