Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.8065	6.31
$α$	0.2129	4.78
$β$	0.5199	8.24
$γ_{1}$	0.2281	1.65
$γ_{2}$	-0.4513	-1.95
$γ_{3}$	0.3802	1.87
$γ_{4}$	-0.2420	-1.33
$γ_{5}$	0.2638	1.35
$γ_{6}$	-0.3968	-1.56
$γ_{7}$	0.5335	2.38
$γ_{8}$	-0.6536	-3.69
$γ_{9}$	0.6172	2.99
$γ_{10}$	-0.6715	-2.42

V-Lab

Zappallas Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Zappallas Inc Analyses