Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5764	2.65
$α$	0.3498	5.80
$β$	0.5539	16.95
$γ_{1}$	3.6144	0.65
$γ_{2}$	-5.5763	-0.68
$γ_{3}$	1.7820	0.37
$γ_{4}$	3.5677	0.80
$γ_{5}$	-8.1414	-1.74
$γ_{6}$	7.4312	1.54
$γ_{7}$	-5.7793	-1.01
$γ_{8}$	12.0787	1.36
$γ_{9}$	-28.5362	-2.87
$γ_{10}$	32.0745	5.50

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Jtower Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jtower Inc Analyses