Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	6.4278	2.23
$α$	0.4912	5.49
$β$	0.4942	6.30
$γ_{1}$	-2.5496	-0.50
$γ_{2}$	8.2327	1.26
$γ_{3}$	-11.6321	-3.41
$γ_{4}$	10.0975	3.19
$γ_{5}$	-7.1915	-2.66
$γ_{6}$	6.6648	2.17
$γ_{7}$	-5.9559	-1.78
$γ_{8}$	3.1429	1.20
$γ_{9}$	-6.3756	-1.84
$γ_{10}$	7.4747	1.00

V-Lab

Letech Corporation Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Letech Corporation Analyses