Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1364	4.61
$α$	0.2188	3.90
$β$	0.6531	22.32
$γ_{1}$	-0.0543	-0.27
$γ_{2}$	-0.1187	-0.38
$γ_{3}$	0.2989	1.26
$γ_{4}$	-0.0871	-0.39
$γ_{5}$	-0.1058	-0.44
$γ_{6}$	0.2066	0.70
$γ_{7}$	-0.3077	-0.87
$γ_{8}$	0.0320	0.09
$γ_{9}$	0.7304	1.78
$γ_{10}$	-2.4443	-4.35

V-Lab

I-Pex Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other I-Pex Inc Analyses