Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.7460	17,459,620.00
$α$	0.4258	4,258,210.00
$β$	0.5705	5,704,870.00
$γ_{1}$	2,985.1920	29,851,920,000.00
$γ_{2}$	-4,178.6290	-41,786,290,000.00
$γ_{3}$	1,293.5220	12,935,220,000.00
$γ_{4}$	-26.1011	-261,010,800.00
$γ_{5}$	-194.8736	-1,948,736,000.00
$γ_{6}$	222.2201	2,222,201,000.00
$γ_{7}$	-139.7795	-1,397,795,000.00
$γ_{8}$	20.8151	208,151,100.00
$γ_{9}$	97.1279	971,278,700.00
$γ_{10}$	-133.5871	-1,335,871,000.00

V-Lab

C.I. Medical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other C.I. Medical Co Ltd Analyses