Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0813	3.23
$α$	0.1166	7.10
$β$	0.8304	35.84
$γ_{1}$	-0.4037	-1.80
$γ_{2}$	0.6786	2.08
$γ_{3}$	-0.3148	-1.30
$γ_{4}$	-0.0691	-0.26
$γ_{5}$	0.2995	1.26
$γ_{6}$	-0.4864	-2.93
$γ_{7}$	0.6518	3.09
$γ_{8}$	-0.6841	-2.60
$γ_{9}$	0.5370	2.18
$γ_{10}$	-0.2516	-1.00

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Cmic Holdings Co Ltd 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