Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	3.6611	0.95
$α$	0.4689	4.41
$β$	0.4833	4.83
$γ_{1}$	-1.4584	-0.59
$γ_{2}$	3.8382	1.21
$γ_{3}$	-5.1252	-3.32
$γ_{4}$	5.6248	2.72
$γ_{5}$	-5.1472	-1.89
$γ_{6}$	3.9423	1.35
$γ_{7}$	-9.9328	-2.89

V-Lab

Draft Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Draft Inc Analyses