Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	2.5200	3.73
$α$	0.2462	6.37
$β$	0.6172	13.57
$γ_{1}$	-0.0739	-0.49
$γ_{2}$	0.5931	2.77
$γ_{3}$	-0.9920	-6.52
$γ_{4}$	0.7832	5.08
$γ_{5}$	-0.5107	-3.80
$γ_{6}$	0.2309	1.71
$γ_{7}$	-0.0003	-0.00
$γ_{8}$	-0.0460	-0.32
$γ_{9}$	0.0117	0.05
$γ_{10}$	0.0280	0.12

V-Lab

Lac Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lac Co Ltd Analyses