Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9992	7.95
$α$	0.1927	5.08
$β$	0.5708	9.26
$γ_{1}$	-0.1639	-2.30
$γ_{2}$	-0.0006	-0.00
$γ_{3}$	0.3764	3.33
$γ_{4}$	-0.4153	-3.34
$γ_{5}$	0.4338	3.35
$γ_{6}$	-0.4386	-3.68
$γ_{7}$	0.5415	4.33
$γ_{8}$	-0.8454	-5.31
$γ_{9}$	1.1179	6.57
$γ_{10}$	-1.4459	-6.02

V-Lab

Tatsumi Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tatsumi Corp Analyses