Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1949	2.61
$α$	0.2447	4.95
$β$	0.1447	1.82
$γ_{1}$	-1.1888	-1.58
$γ_{2}$	3.1410	3.03
$γ_{3}$	-3.8326	-4.88
$γ_{4}$	2.6569	3.72
$γ_{5}$	0.0084	0.01
$γ_{6}$	-1.1319	-2.24
$γ_{7}$	-0.3960	-0.72
$γ_{8}$	0.9457	1.47
$γ_{9}$	0.6497	0.76
$γ_{10}$	-8.5938	-6.75

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Impact Hd Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Impact Hd Inc Analyses