Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3755	5.09
$α$	0.2322	7.69
$β$	0.6964	21.98
$γ_{1}$	0.0057	0.50
$γ_{2}$	-0.0205	-1.25
$γ_{3}$	0.0266	3.03

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Dna Chip Research Inc Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

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