Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	11.6663	1.55
$α$	0.6633	2.56
$β$	0.2013	2.25
$γ_{1}$	188.6141	2.29
$γ_{2}$	-242.0048	-2.11
$γ_{3}$	51.5031	0.79
$γ_{4}$	28.4744	0.58
$γ_{5}$	-43.3435	-0.85
$γ_{6}$	-5.0673	-0.08
$γ_{7}$	151.0362	1.35
$γ_{8}$	-410.5622	-2.94
$γ_{9}$	505.7017	5.34
$γ_{10}$	-269.2584	-4.69

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Guppy'S Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Guppy'S Inc Analyses