Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2199	3.77
$α$	0.1743	7.54
$β$	0.7580	24.39
$γ_{1}$	-0.5334	-2.89
$γ_{2}$	1.0265	3.36
$γ_{3}$	-0.8934	-3.32
$γ_{4}$	0.6537	2.82
$γ_{5}$	-0.3881	-2.09
$γ_{6}$	0.1534	0.86
$γ_{7}$	-0.0126	-0.05

V-Lab

Samty Co Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Samty Co Ltd Analyses