Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.1403	12.50
$β$	0.6411	49.02
$γ$	0.0851	5.18
$λ_{1}$	0.0127	1.79
$λ_{2}$	0.0046	2.56
$λ_{3}$	0.9933	390.13

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Zappallas Inc MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Zappallas Inc Analyses