Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1128	3.32
$α$	0.1175	7.22
$β$	0.8297	35.90
$γ_{1}$	-0.3757	-1.69
$γ_{2}$	0.6372	1.97
$γ_{3}$	-0.2967	-1.23
$γ_{4}$	-0.0710	-0.27
$γ_{5}$	0.2903	1.22
$γ_{6}$	-0.4743	-2.84
$γ_{7}$	0.6431	3.03
$γ_{8}$	-0.6823	-2.53
$γ_{9}$	0.5463	1.88
$γ_{10}$	-0.2845	-1.12

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Cmic Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cmic Holdings Co Ltd Analyses