Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	3.0604	2.01
$α$	0.4266	3.40
$β$	0.4467	8.99
$γ_{1}$	0.4363	1.28
$γ_{2}$	-0.3488	-0.74
$γ_{3}$	-0.3752	-1.64
$γ_{4}$	0.5812	3.09
$γ_{5}$	-0.5023	-2.47
$γ_{6}$	0.3682	1.53
$γ_{7}$	-0.2610	-0.83
$γ_{8}$	0.1405	0.40
$γ_{9}$	0.0294	0.08
$γ_{10}$	-1.3790	-3.26

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BREXA Next Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other BREXA Next Inc Analyses