Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.4185	7.50
$α$	0.1186	7.67
$β$	0.7755	30.70
$γ_{1}$	0.0029	0.04
$γ_{2}$	0.0601	0.54
$γ_{3}$	-0.1291	-1.72
$γ_{4}$	0.0632	0.75
$γ_{5}$	0.0663	0.83
$γ_{6}$	-0.1255	-2.17
$γ_{7}$	0.0529	1.17
$γ_{8}$	0.0945	2.09
$γ_{9}$	-0.2224	-3.49
$γ_{10}$	0.4436	2.79

V-Lab

Snt Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Snt Corp Analyses