Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	36
$α$	0.4983	22.48
$β$	0.0000	0.00
$γ$	-0.3062	-7.61
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.5112	2.79
$λ_{3}$	0.4888	2.94

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Fuji Soft Service Bureau Inc MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fuji Soft Service Bureau Inc Analyses