Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0443	3.91
$α$	0.2983	4.55
$β$	0.4911	8.41
$γ_{1}$	-0.5464	-0.50
$γ_{2}$	1.2188	0.77
$γ_{3}$	-1.3456	-1.11
$γ_{4}$	0.3658	0.30
$γ_{5}$	2.4647	1.51
$γ_{6}$	-15.7940	-4.78

V-Lab

Jtower Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jtower Inc Analyses