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
$ω$	1.9163	8.67
$α$	0.0934	4.82
$β$	0.6264	9.01
$γ_{1}$	-0.1931	-3.57
$γ_{2}$	0.3698	3.67
$γ_{3}$	-0.2342	-1.85
$γ_{4}$	0.0209	0.16
$γ_{5}$	0.1544	1.66
$γ_{6}$	-0.1634	-2.44
$γ_{7}$	0.0169	0.25
$γ_{8}$	-0.0007	-0.01
$γ_{9}$	0.0967	0.92

V-Lab

Fancl Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fancl Corp Analyses