Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	76
$α$	0.2207	23.04
$β$	0.5258	38.00
$γ$	-0.0215	-1.70
$λ_{1}$	0.3168	1.30
$λ_{2}$	0.4684	3.79
$λ_{3}$	0.5096	3.36

V-Lab

Faith Inc MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Faith Inc Analyses