Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9816	4.84
$α$	0.1474	3.62
$β$	0.5452	5.29
$γ_{1}$	-2.1077	-3.43
$γ_{2}$	3.5589	3.80
$γ_{3}$	-2.4989	-4.19
$γ_{4}$	2.3461	4.77
$γ_{5}$	-2.4130	-4.42
$γ_{6}$	1.4863	3.08

V-Lab

Welbe Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Welbe Inc Analyses