Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.6279	5.13
$α$	0.3418	4.99
$β$	0.2711	4.66
$γ_{1}$	-0.1870	-1.02
$γ_{2}$	0.2415	0.79
$γ_{3}$	0.0557	0.24
$γ_{4}$	-0.2286	-1.24
$γ_{5}$	0.3382	2.32
$γ_{6}$	-0.5455	-3.86
$γ_{7}$	0.3983	2.55
$γ_{8}$	0.3315	0.88

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Giga Prize Co Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Giga Prize Co Ltd Analyses