Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0715	23.21
$α$	0.1370	13.47
$β$	0.8630	132.85
$γ$	0.0219	0.44
$δ$	0.5000	15.28

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Jtower Inc APARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jtower Inc Analyses