Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.5023	2.97
$α$	0.1698	3.83
$β$	0.7875	13.75
$γ_{1}$	-0.1305	-0.39
$γ_{2}$	0.3827	0.78
$γ_{3}$	-0.4916	-1.72
$γ_{4}$	0.4727	2.32
$γ_{5}$	-0.3510	-2.64

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GMO Tech Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GMO Tech Inc Analyses