Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.8921	2.07
$α$	0.1625	5.15
$β$	0.8129	20.03
$γ_{1}$	-0.9951	-0.82
$γ_{2}$	3.3130	1.82
$γ_{3}$	-4.5801	-2.82
$γ_{4}$	3.2919	2.11
$γ_{5}$	-0.5005	-0.43
$γ_{6}$	-0.5874	-0.48
$γ_{7}$	-1.0068	-0.71
$γ_{8}$	2.0910	1.34
$γ_{9}$	-4.4337	-2.84
$γ_{10}$	6.3684	6.26

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Impact Hd Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Impact Hd Inc Analyses