Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	3.1331	0.93
$α$	0.8055	1.51
$β$	0.0329	0.87
$γ_{1}$	-22.5192	-0.60
$γ_{2}$	43.1540	0.82
$γ_{3}$	-36.4419	-1.31
$γ_{4}$	43.9997	2.17
$γ_{5}$	-69.7293	-2.96
$γ_{6}$	87.1444	3.37
$γ_{7}$	-125.8467	-4.58
$γ_{8}$	130.4876	4.07

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Econavista Inc Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Econavista Inc Analyses