Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.4298	26.09
$β$	0.4653	34.08
$γ$	0.2096	5.72
$λ_{1}$	9.9825	3.58
$λ_{2}$	0.8299	3.84
$λ_{3}$	0.1701	0.75

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Graphico Inc MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Graphico Inc Analyses