Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3069	3.31
$α$	0.1957	4.16
$β$	0.7462	12.81
$γ_{1}$	-0.7263	-1.69
$γ_{2}$	1.3455	1.96
$γ_{3}$	-1.0959	-2.09
$γ_{4}$	0.5649	1.15
$γ_{5}$	0.1285	0.30
$γ_{6}$	-0.5918	-1.38
$γ_{7}$	0.9577	1.77
$γ_{8}$	-1.0480	-1.64
$γ_{9}$	0.5683	0.93
$γ_{10}$	0.5248	0.51

V-Lab

Zetton Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Zetton Inc Analyses