Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	3.6716	1.36
$α$	0.3650	4.33
$β$	0.6148	9.80
$γ_{1}$	0.0661	0.34
$γ_{2}$	0.2518	0.81
$γ_{3}$	-0.6407	-2.50
$γ_{4}$	0.4332	1.61
$γ_{5}$	-0.1633	-0.58
$γ_{6}$	0.1953	0.83
$γ_{7}$	-0.3189	-1.66
$γ_{8}$	0.4372	2.04
$γ_{9}$	-0.7234	-2.96
$γ_{10}$	0.7476	3.55

V-Lab

Kawamoto Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Kawamoto Corp Analyses