Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.6561	7.91
$α$	0.1194	7.13
$β$	0.7769	33.91
$γ_{1}$	0.0587	5.43
$γ_{2}$	-0.0969	-5.67
$γ_{3}$	0.0675	4.37
$γ_{4}$	-0.0598	-3.12
$γ_{5}$	0.0601	2.51
$γ_{6}$	-0.0395	-1.71

V-Lab

Snt Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Snt Corp Analyses