Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.4123	2.52
$α$	0.2591	8.19
$β$	0.6838	26.06
$γ_{1}$	-0.1161	-0.41
$γ_{2}$	0.1652	0.41
$γ_{3}$	0.0031	0.01
$γ_{4}$	-0.1357	-0.62
$γ_{5}$	0.0801	0.37
$γ_{6}$	0.0276	0.11
$γ_{7}$	-0.0235	-0.08
$γ_{8}$	-0.0987	-0.35
$γ_{9}$	0.3915	1.53
$γ_{10}$	-1.6269	-4.05

V-Lab

Dna Chip Research Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dna Chip Research Inc Analyses