Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.5556	4.00
$α$	0.2490	5.43
$β$	0.4903	8.44
$γ_{1}$	0.0993	0.64
$γ_{2}$	-0.0593	-0.25
$γ_{3}$	-0.0498	-0.25
$γ_{4}$	0.0144	0.07
$γ_{5}$	-0.0816	-0.34
$γ_{6}$	0.2082	0.95
$γ_{7}$	-0.0245	-0.17
$γ_{8}$	-0.4267	-3.61
$γ_{9}$	0.5669	4.55
$γ_{10}$	-0.7013	-4.36

V-Lab

Proto Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Proto Corp Analyses