Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	46
$α$	0.2139	11.19
$β$	0.1644	5.38
$γ$	0.0699	2.50
$λ_{1}$	0.0002	0.05
$λ_{2}$	1.0000	4.74
$λ_{3}$	0.0000	0.04

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Impact Hd Inc MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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