Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	36
$α$	0.1133	22.22
$β$	0.6718	55.34
$γ$	0.0955	13.03
$λ_{1}$	0.0111	1.10
$λ_{2}$	0.1293	3.41
$λ_{3}$	0.8707	22.63

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Proterial Ltd MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Proterial Ltd Analyses