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
$α$	0.4276	10.11
$β$	0.2517	8.56
$γ$	0.5000	6.64
$λ_{1}$	3.1097	1.06
$λ_{2}$	0.6358	1.56
$λ_{3}$	0.3642	0.89

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Draft Inc MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Draft Inc Analyses