Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.8025	4.58
$α$	0.2156	7.54
$β$	0.5810	12.43
$γ_{1}$	0.1814	1.07
$γ_{2}$	-0.2157	-0.93
$γ_{3}$	0.0332	0.23
$γ_{4}$	0.0328	0.21
$γ_{5}$	-0.2092	-1.24
$γ_{6}$	0.3408	1.95
$γ_{7}$	-0.1872	-1.15
$γ_{8}$	0.1355	0.83
$γ_{9}$	-0.3319	-2.10
$γ_{10}$	0.3469	3.22

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Alpha Group Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Alpha Group Inc Analyses