Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.1543	8.24
$α$	0.4883	14.52
$β$	0.6282	43.98
$γ$	-0.1243	-2.41

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Founders Consultancy Hldg AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Founders Consultancy Hldg Analyses