Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	31
$α$	0.3563	13.66
$β$	0.6023	23.06
$γ$	-0.2472	-9.05
$λ_{1}$	0.0103	0.39
$λ_{2}$	0.0115	2.03
$λ_{3}$	0.9867	119.79

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Interworks Inc MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Interworks Inc Analyses