Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	3.3666	1.85
$α$	0.2051	6.30
$β$	0.7838	39.31
$γ_{1}$	-0.0643	-0.60
$γ_{2}$	0.1122	0.65
$γ_{3}$	-0.0764	-0.40
$γ_{4}$	0.0904	0.48
$γ_{5}$	-0.2312	-1.56
$γ_{6}$	0.4422	2.52
$γ_{7}$	-0.6992	-4.34
$γ_{8}$	0.7044	7.25

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Relia Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Relia Inc Analyses