Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4328	4.10
$α$	0.6049	8.47
$β$	0.3949	5.57
$γ_{1}$	-42.4516	-1.05
$γ_{2}$	43.5509	0.92
$γ_{3}$	6.1842	0.35
$γ_{4}$	-15.6700	-0.87
$γ_{5}$	19.4428	1.24
$γ_{6}$	-26.2263	-1.22
$γ_{7}$	31.3118	1.22
$γ_{8}$	-43.2399	-2.31
$γ_{9}$	46.4054	4.85

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Lightworks Corporation Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lightworks Corporation Analyses