Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	3.0664	3.08
$α$	0.2633	11.45
$β$	0.7243	44.14
$γ_{1}$	-2.2001	-0.97
$γ_{2}$	3.2997	1.04
$γ_{3}$	-1.7324	-0.82
$γ_{4}$	1.1571	0.60
$γ_{5}$	-0.8286	-0.43
$γ_{6}$	1.1439	0.66
$γ_{7}$	-7.9166	-4.76
$γ_{8}$	13.4774	10.45

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Metaps Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Metaps Inc Analyses