Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	3.7969	1.52
$α$	0.7603	2.08
$β$	0.0326	0.79
$γ_{1}$	25.1015	2.23
$γ_{2}$	-33.9209	-1.90
$γ_{3}$	6.5120	0.50
$γ_{4}$	12.5508	1.09
$γ_{5}$	-27.1398	-2.59
$γ_{6}$	38.5015	2.87
$γ_{7}$	-32.8246	-1.72
$γ_{8}$	13.9353	0.87
$γ_{9}$	-40.7017	-2.59
$γ_{10}$	84.8866	2.69

V-Lab

Payroll Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Payroll Inc Analyses