Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2803	2.79
$α$	0.1752	7.12
$β$	0.7510	22.19
$γ_{1}$	0.3203	1.96
$γ_{2}$	-0.5602	-2.45
$γ_{3}$	0.3855	2.63
$γ_{4}$	-0.1543	-1.09
$γ_{5}$	-0.0035	-0.03
$γ_{6}$	-0.0491	-0.29
$γ_{7}$	0.1849	0.85
$γ_{8}$	-0.3765	-1.87
$γ_{9}$	0.5844	2.89
$γ_{10}$	-0.6988	-2.23

V-Lab

Spancrete Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Spancrete Corp Analyses