Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8978	7.79
$α$	0.1587	7.11
$β$	0.6577	12.81
$γ_{1}$	0.0355	2.84
$γ_{2}$	-0.0697	-3.46
$γ_{3}$	0.0578	2.93
$γ_{4}$	-0.0546	-2.41
$γ_{5}$	0.0476	1.87
$γ_{6}$	-0.0132	-0.58

V-Lab

Totoku Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Totoku Inc Analyses