Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3695	3.46
$α$	0.1236	12.95
$β$	0.8683	87.77
$γ_{1}$	-0.1508	-1.29
$γ_{2}$	0.2593	1.57
$γ_{3}$	-0.1582	-1.46
$γ_{4}$	0.0025	0.03
$γ_{5}$	0.1257	1.45
$γ_{6}$	-0.1294	-1.54
$γ_{7}$	0.0620	0.68
$γ_{8}$	0.0393	0.40
$γ_{9}$	-0.2541	-2.53
$γ_{10}$	0.3639	5.01

V-Lab

Jsr Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jsr Corp Analyses