Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.6413	2.07
$α$	0.3364	13.27
$β$	0.6619	27.91
$γ_{1}$	-7.5212	-0.56
$γ_{2}$	5.3492	0.35
$γ_{3}$	4.4401	1.43
$γ_{4}$	-4.5386	-0.91
$γ_{5}$	4.1213	0.75
$γ_{6}$	-0.6223	-0.13
$γ_{7}$	-5.7021	-1.47
$γ_{8}$	11.4838	2.95
$γ_{9}$	-18.3048	-4.54
$γ_{10}$	18.5597	7.44

V-Lab

Uzabase Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Uzabase Inc Analyses