Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3836	3.72
$α$	0.6143	1.80
$β$	0.3856	1.14
$γ_{1}$	-50.2173	-0.58
$γ_{2}$	52.0152	0.53
$γ_{3}$	5.2994	0.22
$γ_{4}$	-15.5211	-0.72
$γ_{5}$	19.6125	1.02
$γ_{6}$	-26.6477	-1.07
$γ_{7}$	32.5811	1.13
$γ_{8}$	-48.9201	-2.13
$γ_{9}$	67.1572	3.47

V-Lab

Lightworks Corporation Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lightworks Corporation Analyses