Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	126
$α$	0.1362	18.13
$β$	0.6669	37.68
$γ$	0.0554	4.89
$λ_{1}$	0.0825	1.88
$λ_{2}$	0.0482	2.05
$λ_{3}$	0.9441	35.68

V-Lab

Totoku Inc MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Totoku Inc Analyses