Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	86
$α$	0.2935	27.61
$β$	0.5229	38.52
$γ$	-0.0432	-2.56
$λ_{1}$	4.1275	3.01
$λ_{2}$	0.7613	12.19
$λ_{3}$	0.0000	0.00

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Dna Chip Research Inc MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dna Chip Research Inc Analyses