Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.6848	4.35
$α$	0.1304	4.16
$β$	0.7012	9.56
$γ_{1}$	6.0881	3.19
$γ_{2}$	-10.7069	-3.66
$γ_{3}$	8.4033	3.85
$γ_{4}$	-6.6344	-3.27
$γ_{5}$	3.1506	1.84
$γ_{6}$	2.7459	1.41
$γ_{7}$	-7.0728	-2.66
$γ_{8}$	6.8119	2.53
$γ_{9}$	-5.4505	-2.00

V-Lab

Skiyaki Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Skiyaki Inc Analyses