Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.9799	10.91
$β$	0.2682	11.48
$γ$	-0.5000	-3.57
$λ_{1}$	10.0000	10.59
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.9784	74.53

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Lightworks Corporation MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lightworks Corporation Analyses