Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.3386	19.02
$β$	0.5181	19.90
$γ$	-0.2044	-10.20
$λ_{1}$	0.0685	1.34
$λ_{2}$	0.0327	2.02
$λ_{3}$	0.9630	50.97

V-Lab

Tatsumi Corp MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tatsumi Corp Analyses