Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7029	2.30
$α$	0.0678	5.65
$β$	0.9058	44.85
$γ_{1}$	-0.7689	-2.36
$γ_{2}$	0.9318	2.02
$γ_{3}$	0.0217	0.08
$γ_{4}$	-0.4389	-1.61
$γ_{5}$	0.4009	1.89
$γ_{6}$	-0.1550	-0.91
$γ_{7}$	0.0575	0.20
$γ_{8}$	-0.2279	-0.55
$γ_{9}$	0.3788	0.78
$γ_{10}$	-0.5875	-1.34

V-Lab

Infocom Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Infocom Corp Analyses