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
$α$	0.0988	15.25
$β$	0.5683	23.11
$γ$	0.0577	7.22
$λ_{1}$	0.1004	1.19
$λ_{2}$	0.0435	1.63
$λ_{3}$	0.9387	23.69

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Sumitomo Precision Products MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sumitomo Precision Products Analyses