Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1536	5.16
$α$	0.1164	9.06
$β$	0.8436	41.63
$γ_{1}$	-0.1014	-1.65
$γ_{2}$	0.2104	2.19
$γ_{3}$	-0.1585	-2.24
$γ_{4}$	-0.0035	-0.06
$γ_{5}$	0.1449	2.72
$γ_{6}$	-0.1737	-3.36
$γ_{7}$	0.1474	2.47
$γ_{8}$	-0.1262	-1.80
$γ_{9}$	0.1755	1.79
$γ_{10}$	-0.5937	-3.96

V-Lab

Jsr Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jsr Corp Analyses