Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9714	1.60
$α$	0.0920	5.17
$β$	0.8797	30.56
$γ_{1}$	-1.0643	-2.09
$γ_{2}$	1.6941	2.45
$γ_{3}$	-0.9829	-2.70
$γ_{4}$	0.8223	1.53
$γ_{5}$	-0.9866	-1.19
$γ_{6}$	0.9121	1.05
$γ_{7}$	-0.5785	-0.87
$γ_{8}$	0.0262	0.04
$γ_{9}$	0.6562	1.01
$γ_{10}$	-1.8519	-3.21

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Benefit One Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Benefit One Inc Analyses