Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.2411	3.54
$α$	0.2642	4.95
$β$	0.6882	14.32
$γ_{1}$	0.1134	0.66
$γ_{2}$	0.1714	0.59
$γ_{3}$	-0.5800	-2.27
$γ_{4}$	0.3858	1.45
$γ_{5}$	-0.1220	-0.44
$γ_{6}$	0.1726	0.74
$γ_{7}$	-0.3528	-1.85
$γ_{8}$	0.5257	2.25
$γ_{9}$	-0.8809	-2.93
$γ_{10}$	1.4640	3.32

V-Lab

Kawamoto Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Kawamoto Corp Analyses