Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	26
$α$	0.4152	24.67
$β$	0.5628	28.77
$γ$	-0.2397	-11.26
$λ_{1}$	2.2286	1.30
$λ_{2}$	0.4848	1.19
$λ_{3}$	0.3096	0.54

V-Lab

Kawamoto Corp MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Kawamoto Corp Analyses