Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.5977	1.98
$α$	0.2994	5.77
$β$	0.6726	26.39
$γ_{1}$	-2.2767	-0.58
$γ_{2}$	2.7136	0.45
$γ_{3}$	0.0828	0.02
$γ_{4}$	-1.2226	-0.33
$γ_{5}$	1.3249	0.38
$γ_{6}$	-0.8011	-0.26
$γ_{7}$	0.8454	0.36
$γ_{8}$	-2.8235	-0.99
$γ_{9}$	6.1856	1.49
$γ_{10}$	-35.9317	-6.52

V-Lab

Metaps Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Metaps Inc Analyses