Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0005	8.02
$α$	0.1767	5.12
$β$	0.6212	10.12
$γ_{1}$	-0.1586	-2.18
$γ_{2}$	-0.0034	-0.03
$γ_{3}$	0.3649	3.15
$γ_{4}$	-0.3939	-3.09
$γ_{5}$	0.4059	3.08
$γ_{6}$	-0.4013	-3.29
$γ_{7}$	0.4823	3.69
$γ_{8}$	-0.7233	-4.37
$γ_{9}$	0.8154	5.54
$γ_{10}$	-0.5398	-6.47

V-Lab

Tatsumi Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tatsumi Corp Analyses