Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.7356	4.19
$α$	0.3446	5.89
$β$	0.5385	10.09
$γ_{1}$	-0.0316	-0.34
$γ_{2}$	0.0012	0.01
$γ_{3}$	0.0609	0.77
$γ_{4}$	-0.0251	-0.33
$γ_{5}$	-0.0133	-0.13
$γ_{6}$	0.0801	0.70
$γ_{7}$	-0.1998	-1.44
$γ_{8}$	0.1960	1.51

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Estore Corp Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Estore Corp Analyses