Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.1555	16.50
$α$	0.1592	27.62
$β$	0.8408	163.61
$γ$	-0.0042	-0.20
$δ$	1.1773	28.12

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Faith Inc APARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Faith Inc Analyses