Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.9241	4.54
$α$	0.2560	6.94
$β$	0.6039	12.91
$γ_{1}$	-0.1643	-1.46
$γ_{2}$	0.1316	0.84
$γ_{3}$	0.1198	1.05
$γ_{4}$	-0.1661	-1.34
$γ_{5}$	0.2172	1.81
$γ_{6}$	-0.3502	-2.51
$γ_{7}$	0.4189	2.80
$γ_{8}$	-0.3541	-2.56
$γ_{9}$	0.1409	0.86
$γ_{10}$	0.2687	0.69

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Mediaseek Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mediaseek Inc Analyses