Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0655	3.44
$α$	0.1603	5.94
$β$	0.6626	12.70
$γ_{1}$	-0.1601	-0.40
$γ_{2}$	0.2042	0.39
$γ_{3}$	0.0383	0.15
$γ_{4}$	-0.3807	-1.63
$γ_{5}$	0.8296	2.98
$γ_{6}$	-1.0628	-3.07
$γ_{7}$	1.0228	3.19
$γ_{8}$	-1.0186	-3.83
$γ_{9}$	0.9649	4.25
$γ_{10}$	-1.1924	-4.30

V-Lab

Carenet Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Carenet Inc Analyses