Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	66
$α$	0.1640	14.71
$β$	0.6746	29.79
$γ$	0.0391	2.82
$λ_{1}$	5.9512	0.42
$λ_{2}$	0.3992	0.39
$λ_{3}$	0.0000	0.00

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Spancrete Corp MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Spancrete Corp Analyses