Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	4.7702	2.38
$α$	0.3857	5.84
$β$	0.5531	16.08
$γ_{1}$	-0.1137	-0.24
$γ_{2}$	0.6084	0.78
$γ_{3}$	-0.8078	-1.49
$γ_{4}$	0.6809	1.62
$γ_{5}$	-0.8463	-2.11
$γ_{6}$	0.7456	2.22
$γ_{7}$	-0.0884	-0.38
$γ_{8}$	-0.9035	-2.64
$γ_{9}$	1.6956	3.24
$γ_{10}$	-2.6545	-4.17

V-Lab

Ascot Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ascot Corp Analyses