Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4491	2.09
$α$	0.1710	2.45
$β$	0.0959	0.40
$γ_{1}$	4.7478	0.08
$γ_{2}$	-43.5360	-0.48
$γ_{3}$	104.3998	2.11
$γ_{4}$	-127.4467	-3.12
$γ_{5}$	126.1417	3.04
$γ_{6}$	-135.9284	-2.35
$γ_{7}$	196.6431	2.16
$γ_{8}$	-384.2043	-3.61
$γ_{9}$	489.5266	7.31
$γ_{10}$	-402.5907	-7.95

V-Lab

Rezil Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rezil Inc Analyses