Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6800	2.54
$α$	0.0618	5.37
$β$	0.9052	37.64
$γ_{1}$	-0.7423	-2.47
$γ_{2}$	0.9015	2.11
$γ_{3}$	0.0170	0.07
$γ_{4}$	-0.4127	-1.61
$γ_{5}$	0.3662	1.84
$γ_{6}$	-0.1270	-0.85
$γ_{7}$	0.0240	0.10
$γ_{8}$	-0.1445	-0.42
$γ_{9}$	0.1874	0.51
$γ_{10}$	-0.0654	-0.25

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Infocom Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Infocom Corp Analyses