Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8560	8.62
$α$	0.1570	7.05
$β$	0.6738	14.09
$γ_{1}$	-0.0000	-0.00
$γ_{2}$	0.0455	0.46
$γ_{3}$	-0.1094	-1.64
$γ_{4}$	0.0684	1.09
$γ_{5}$	0.0347	0.52
$γ_{6}$	-0.0762	-0.90
$γ_{7}$	0.0072	0.08
$γ_{8}$	0.0839	1.16
$γ_{9}$	-0.1297	-1.59
$γ_{10}$	0.3078	1.68

V-Lab

Totoku Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Totoku Inc Analyses