Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	3.0383	2.25
$α$	0.1169	4.75
$β$	0.8453	18.13
$γ_{1}$	0.1326	0.43
$γ_{2}$	0.0980	0.23
$γ_{3}$	-0.4665	-1.90
$γ_{4}$	0.5751	1.84
$γ_{5}$	-0.7728	-1.81
$γ_{6}$	0.6903	1.51
$γ_{7}$	-0.3442	-0.82
$γ_{8}$	0.2968	0.80
$γ_{9}$	-0.5707	-1.67
$γ_{10}$	0.0315	0.08

V-Lab

Golf Digest Online Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Golf Digest Online Analyses