Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3746	1.51
$α$	0.2609	3.90
$β$	0.7119	21.95
$γ_{1}$	-0.0902	-0.47
$γ_{2}$	0.1080	0.43
$γ_{3}$	-0.1885	-1.07
$γ_{4}$	0.4370	2.52
$γ_{5}$	-0.4840	-3.19
$γ_{6}$	0.3664	2.38
$γ_{7}$	-0.2466	-1.31
$γ_{8}$	0.1179	0.65
$γ_{9}$	0.0150	0.10
$γ_{10}$	-0.6860	-4.04

V-Lab

Ihara Science Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ihara Science Corp Analyses