Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	5.0447	0.80
$α$	0.6039	4.11
$β$	0.3705	4.36
$γ_{1}$	-1.6293	-0.97
$γ_{2}$	2.5608	1.01
$γ_{3}$	0.9956	0.63
$γ_{4}$	-5.3147	-3.59
$γ_{5}$	4.7168	3.62
$γ_{6}$	-1.1725	-1.10
$γ_{7}$	1.4192	1.29
$γ_{8}$	-4.2138	-2.27
$γ_{9}$	5.2119	2.02
$γ_{10}$	-12.6243	-4.04

V-Lab

Founders Consultancy Hldg Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Founders Consultancy Hldg Analyses