Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	76
$α$	0.3280	18.21
$β$	0.3315	18.83
$γ$	0.0523	1.20
$λ_{1}$	0.0223	0.30
$λ_{2}$	0.0060	1.04
$λ_{3}$	0.9917	82.44

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Giga Prize Co Ltd MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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