Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.6880	5.81
$α$	0.2200	8.35
$β$	0.5817	14.33
$γ_{1}$	0.0166	0.18
$γ_{2}$	0.0329	0.25
$γ_{3}$	-0.0476	-0.49
$γ_{4}$	-0.1569	-1.29
$γ_{5}$	0.3517	2.84
$γ_{6}$	-0.2800	-2.57
$γ_{7}$	0.1682	1.55
$γ_{8}$	-0.3923	-3.43
$γ_{9}$	1.0672	4.99

V-Lab

Faith Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Faith Inc Analyses