Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.7742	4.40
$α$	0.3875	2.64
$β$	0.1745	2.61
$γ_{1}$	2.8415	1.99
$γ_{2}$	-5.3010	-2.54
$γ_{3}$	5.6138	3.34
$γ_{4}$	-6.3354	-2.66
$γ_{5}$	5.4948	1.90
$γ_{6}$	-12.5081	-4.24

V-Lab

Wacul Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Wacul Inc Analyses