Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.1347	4.20
$α$	0.2957	2.74
$β$	0.5011	3.37
$γ_{1}$	2.0374	2.09
$γ_{2}$	-3.8969	-2.34
$γ_{3}$	3.3777	2.74
$γ_{4}$	-2.3525	-2.52
$γ_{5}$	1.3782	1.71
$γ_{6}$	-0.7979	-0.91
$γ_{7}$	0.1231	0.15
$γ_{8}$	0.3196	0.60

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Interworks Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Interworks Inc Analyses