Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.3002	28.68
$β$	0.3733	17.89
$γ$	-0.0639	-3.68
$λ_{1}$	0.4312	1.08
$λ_{2}$	0.1971	1.78
$λ_{3}$	0.7435	5.39

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Freund Corp MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Freund Corp Analyses