Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	3.1744	0.92
$α$	0.8090	1.54
$β$	0.0335	0.89
$γ_{1}$	-22.3062	-0.59
$γ_{2}$	42.7350	0.80
$γ_{3}$	-36.0237	-1.29
$γ_{4}$	43.6258	2.14
$γ_{5}$	-69.5591	-2.95
$γ_{6}$	87.4961	3.40
$γ_{7}$	-127.7007	-5.07
$γ_{8}$	136.5478	7.47

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Econavista Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Econavista Inc Analyses