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
$ω$	3.7248	1.99
$α$	0.4696	3.49
$β$	0.4311	6.48
$γ_{1}$	1.1546	0.07
$γ_{2}$	0.8616	0.03
$γ_{3}$	-5.9649	-0.35
$γ_{4}$	5.8078	0.40
$γ_{5}$	3.1428	0.27
$γ_{6}$	-9.1843	-1.04
$γ_{7}$	-2.3285	-0.24
$γ_{8}$	24.6629	2.09
$γ_{9}$	-48.3602	-4.13
$γ_{10}$	49.4222	6.92

V-Lab

Graphico Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Graphico Inc Analyses