Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	66
$α$	0.2326	13.10
$β$	0.4380	19.36
$γ$	0.0506	2.00
$λ_{1}$	0.4048	0.90
$λ_{2}$	0.6717	2.39
$λ_{3}$	0.3052	0.92

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Macromill Inc MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Macromill Inc Analyses