Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	71
$α$	0.2886	21.95
$β$	0.5614	26.74
$γ$	-0.1646	-10.52
$λ_{1}$	0.3232	0.71
$λ_{2}$	0.2129	0.79
$λ_{3}$	0.7470	2.25

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Tokyo Nissan Computer Sys Co MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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