Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.7914	5.34
$α$	0.1838	8.49
$β$	0.6547	20.65
$γ_{1}$	0.0222	1.57
$γ_{2}$	-0.0216	-1.15
$γ_{3}$	-0.0010	-0.09
$γ_{4}$	-0.0105	-1.01
$γ_{5}$	0.0396	2.82
$γ_{6}$	-0.0837	-2.65

V-Lab

Nec Networks & Sys Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nec Networks & Sys Analyses