Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	51
$α$	0.1720	7.39
$β$	0.7914	30.52
$γ$	-0.1062	-5.10
$λ_{1}$	5.4501	0.06
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.00

V-Lab

Cre Inc MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cre Inc Analyses