Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2839	1.60
$α$	0.3059	3.67
$β$	0.4964	11.60
$γ_{1}$	3.0123	0.54
$γ_{2}$	-7.0802	-1.03
$γ_{3}$	7.3713	2.56
$γ_{4}$	-6.4207	-1.95
$γ_{5}$	5.8100	1.77
$γ_{6}$	-3.1809	-1.16
$γ_{7}$	-1.1557	-0.48
$γ_{8}$	4.1598	1.96
$γ_{9}$	-2.4027	-1.04
$γ_{10}$	-20.9438	-5.72

V-Lab

Uzabase Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Uzabase Inc Analyses