Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.4996	7.98
$α$	0.1821	18.93
$β$	0.7940	78.76
$γ$	-0.1541	-5.91
$δ$	1.6299	17.69

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GMO Tech Inc APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GMO Tech Inc Analyses