Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5250	3.44
$α$	0.2663	2.36
$β$	0.0894	1.00
$γ_{1}$	0.7719	0.31
$γ_{2}$	-0.9376	-0.26
$γ_{3}$	-0.0397	-0.02
$γ_{4}$	1.2575	0.68
$γ_{5}$	-2.7448	-1.16
$γ_{6}$	1.1737	0.54
$γ_{7}$	3.7849	1.99
$γ_{8}$	-7.2082	-3.00
$γ_{9}$	10.1955	2.37
$γ_{10}$	-29.1066	-3.05

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Carta Holdings Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Carta Holdings Inc Analyses