Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.4124	2.23
$α$	0.2181	8.03
$β$	0.7741	24.33
$γ_{1}$	0.0050	0.01
$γ_{2}$	-0.2103	-0.32
$γ_{3}$	0.1403	0.54
$γ_{4}$	0.4291	1.83
$γ_{5}$	-0.8264	-2.93
$γ_{6}$	0.7866	2.60
$γ_{7}$	-0.5117	-1.54
$γ_{8}$	0.5524	1.52
$γ_{9}$	-1.3009	-3.85
$γ_{10}$	1.5960	6.69

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Beenos Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Beenos Inc Analyses