Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	3.5582	3.76
$α$	0.3454	6.22
$β$	0.5207	11.56
$γ_{1}$	-0.0902	-0.21
$γ_{2}$	0.5934	0.85
$γ_{3}$	-0.8255	-1.69
$γ_{4}$	0.6857	1.81
$γ_{5}$	-0.8277	-2.29
$γ_{6}$	0.7351	2.40
$γ_{7}$	-0.1571	-0.76
$γ_{8}$	-0.6908	-2.54
$γ_{9}$	1.2219	3.49
$γ_{10}$	-0.8545	-2.97

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Ascot Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ascot Corp Analyses