Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.1737	11.97
$α$	0.2872	18.50
$β$	0.9104	108.96
$γ$	0.0570	4.79

V-Lab

Cre Inc EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cre Inc Analyses