Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2816	4.25
$α$	0.0885	9.11
$β$	0.8605	55.82
$γ_{1}$	-0.0547	-0.68
$γ_{2}$	0.1034	0.90
$γ_{3}$	-0.0773	-1.11
$γ_{4}$	-0.0387	-0.48
$γ_{5}$	0.2134	2.73
$γ_{6}$	-0.2752	-4.51
$γ_{7}$	0.1397	2.06
$γ_{8}$	0.0777	1.12
$γ_{9}$	-0.1745	-2.42
$γ_{10}$	0.2793	1.88

V-Lab

Nakayo Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nakayo Inc Analyses