Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9399	5.96
$α$	0.2541	4.70
$β$	0.4270	4.60
$γ_{1}$	-0.1933	-0.42
$γ_{2}$	0.3384	0.45
$γ_{3}$	-0.7004	-1.17
$γ_{4}$	1.4028	2.50
$γ_{5}$	-2.1368	-3.74
$γ_{6}$	3.1397	4.59
$γ_{7}$	-5.8956	-5.46

V-Lab

Macromill Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Macromill Inc Analyses