Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9968	3.88
$α$	0.1223	5.85
$β$	0.7600	20.15
$γ_{1}$	-0.0676	-0.31
$γ_{2}$	0.0637	0.19
$γ_{3}$	0.0755	0.43
$γ_{4}$	-0.2355	-2.60
$γ_{5}$	0.3396	3.66
$γ_{6}$	-0.2412	-1.83
$γ_{7}$	0.0012	0.01
$γ_{8}$	0.2351	1.72
$γ_{9}$	-0.3704	-2.32
$γ_{10}$	0.2909	2.06

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Roland Dg Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Roland Dg Corp Analyses