Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.1244	12.44
$α$	0.1597	21.67
$β$	0.8383	109.36
$γ$	0.0359	1.17
$δ$	0.8887	23.72

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Relia Inc APARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Relia Inc Analyses