Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.4030	2.90
$α$	0.2041	4.34
$β$	0.7576	13.94
$γ_{1}$	-0.7823	-1.68
$γ_{2}$	1.4392	1.96
$γ_{3}$	-1.1721	-2.07
$γ_{4}$	0.6161	1.13
$γ_{5}$	0.1387	0.30
$γ_{6}$	-0.6808	-1.49
$γ_{7}$	1.1376	2.09
$γ_{8}$	-1.3295	-2.13
$γ_{9}$	1.0214	1.85
$γ_{10}$	-0.5362	-1.40

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Zetton Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Zetton Inc Analyses