Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.4796	2.50
$α$	0.1953	4.83
$β$	0.7972	31.84
$γ_{1}$	0.2589	0.21
$γ_{2}$	-0.7199	-0.44
$γ_{3}$	1.2817	1.25
$γ_{4}$	-1.3668	-1.20
$γ_{5}$	0.2998	0.27
$γ_{6}$	0.8095	0.89
$γ_{7}$	-1.0406	-1.31
$γ_{8}$	0.9035	1.25
$γ_{9}$	-1.7546	-2.90
$γ_{10}$	2.4172	6.17

V-Lab

Kito Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Kito Corp Analyses