Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.3671	5.07
$α$	0.2464	5.53
$β$	0.4889	8.22
$γ_{1}$	0.0530	0.99
$γ_{2}$	-0.0402	-0.49
$γ_{3}$	-0.0596	-0.92
$γ_{4}$	0.1670	2.98
$γ_{5}$	-0.2551	-6.47
$γ_{6}$	0.1946	7.67

V-Lab

Proto Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Proto Corp Analyses