Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	126
$α$	0.1698	18.77
$β$	0.6292	46.52
$γ$	0.0435	2.55
$λ_{1}$	0.1474	1.39
$λ_{2}$	0.0417	1.38
$λ_{3}$	0.9412	22.48

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Tecnos Japan Incorporated MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tecnos Japan Incorporated Analyses