Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	3.9496	1.25
$α$	0.7769	2.14
$β$	0.0577	1.29
$γ_{1}$	20.8020	2.30
$γ_{2}$	-30.6704	-2.15
$γ_{3}$	12.5934	1.15
$γ_{4}$	-0.9739	-0.09
$γ_{5}$	-8.0389	-0.70
$γ_{6}$	22.8010	2.07
$γ_{7}$	-29.3511	-2.38
$γ_{8}$	-10.6986	-0.66
$γ_{9}$	47.0378	4.38

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Payroll Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Payroll Inc Analyses