Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	3.2127	2.23
$α$	0.1216	4.85
$β$	0.8456	20.69
$γ_{1}$	0.1379	0.44
$γ_{2}$	0.0882	0.21
$γ_{3}$	-0.4573	-1.81
$γ_{4}$	0.5725	1.77
$γ_{5}$	-0.7918	-1.79
$γ_{6}$	0.7422	1.58
$γ_{7}$	-0.4445	-1.04
$γ_{8}$	0.4905	1.27
$γ_{9}$	-1.0024	-3.07
$γ_{10}$	1.0778	5.35

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Golf Digest Online Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Golf Digest Online Analyses