Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2210	19.26***
α ARCH Response to squared shocks	0.1601	28.59***
β GARCH Volatility persistence	0.8129	214.83***
γ leverage Additional response to negative shocks	0.0187	2.10**

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Megachips Corp Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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