Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.2116	12.26
$β$	0.5812	14.38
$γ$	-0.0605	-3.61
$λ_{1}$	4.6622	0.83
$λ_{2}$	0.5924	0.62
$λ_{3}$	0.0430	0.03

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GMO Tech Inc MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GMO Tech Inc Analyses