Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8327	4.03
$α$	0.3087	3.19
$β$	0.3369	3.26
$γ_{1}$	-1.2449	-0.96
$γ_{2}$	1.7575	0.89
$γ_{3}$	-0.6226	-0.41
$γ_{4}$	-0.5476	-0.36
$γ_{5}$	1.0898	0.86
$γ_{6}$	0.3562	0.36
$γ_{7}$	-3.1356	-2.81
$γ_{8}$	5.2333	4.24
$γ_{9}$	-5.1609	-4.53
$γ_{10}$	3.2579	3.90

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Macromill Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Macromill Inc Analyses