Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	3.3602	1.66
$α$	0.2439	4.97
$β$	0.7402	31.27
$γ_{1}$	0.1480	0.31
$γ_{2}$	-0.2394	-0.37
$γ_{3}$	0.0544	0.19
$γ_{4}$	0.1419	0.66
$γ_{5}$	-0.0892	-0.38
$γ_{6}$	-0.1749	-0.61
$γ_{7}$	0.4667	1.36
$γ_{8}$	-0.9409	-2.09
$γ_{9}$	1.6264	2.57
$γ_{10}$	-2.9517	-4.12

V-Lab

T-Gaia Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other T-Gaia Corp Analyses