Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.8882	3.27
$α$	0.3531	6.48
$β$	0.5554	12.54
$γ_{1}$	0.1972	0.80
$γ_{2}$	-0.2199	-0.63
$γ_{3}$	-0.2816	-1.03
$γ_{4}$	0.8440	2.27
$γ_{5}$	-0.9083	-2.05
$γ_{6}$	0.4443	1.02
$γ_{7}$	-0.0617	-0.18
$γ_{8}$	0.0088	0.03
$γ_{9}$	-0.2744	-0.85
$γ_{10}$	2.0861	4.91

V-Lab

Amana Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Amana Inc Analyses