Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.7061	6.58
$α$	0.2103	7.91
$β$	0.6158	17.18
$γ_{1}$	0.0261	0.47
$γ_{2}$	0.0229	0.26
$γ_{3}$	-0.1670	-2.48
$γ_{4}$	0.2297	3.97
$γ_{5}$	-0.1362	-2.29
$γ_{6}$	-0.0064	-0.07
$γ_{7}$	0.0571	0.64

V-Lab

Faith Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Faith Inc Analyses