Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	41
$α$	0.3797	20.30
$β$	0.4686	34.99
$γ$	0.0226	0.67
$λ_{1}$	1.4540	2.22
$λ_{2}$	0.5656	3.83
$λ_{3}$	0.4344	2.68

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Ascot Corp MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ascot Corp Analyses