Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.7430	6.07
$α$	0.2119	4.80
$β$	0.5281	8.24
$γ_{1}$	0.1870	1.32
$γ_{2}$	-0.3869	-1.63
$γ_{3}$	0.3370	1.63
$γ_{4}$	-0.2039	-1.11
$γ_{5}$	0.2291	1.16
$γ_{6}$	-0.3612	-1.40
$γ_{7}$	0.4821	2.11
$γ_{8}$	-0.5583	-3.02
$γ_{9}$	0.4236	2.02
$γ_{10}$	-0.1991	-1.24

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Zappallas Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Zappallas Inc Analyses