Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.9772	8.90
$α$	0.0942	4.89
$β$	0.6267	9.17
$γ_{1}$	-0.1732	-3.19
$γ_{2}$	0.3394	3.33
$γ_{3}$	-0.2179	-1.69
$γ_{4}$	0.0136	0.10
$γ_{5}$	0.1541	1.64
$γ_{6}$	-0.1575	-2.32
$γ_{7}$	0.0056	0.08
$γ_{8}$	0.0210	0.27
$γ_{9}$	0.0432	0.60

V-Lab

Fancl Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fancl Corp Analyses