Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	126
$α$	0.1440	17.26
$β$	0.4781	26.70
$γ$	0.0864	6.30
$λ_{1}$	0.2763	0.66
$λ_{2}$	0.0516	1.01
$λ_{3}$	0.9201	10.23

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I-Pex Inc MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other I-Pex Inc Analyses