Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0283	25.55
$α$	0.0670	32.63
$β$	0.9330	502.18
$γ$	0.3724	13.80
$δ$	0.5831	26.96

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Proterial Ltd APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Proterial Ltd Analyses