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
$α$	0.2109	30.10
$β$	0.5936	53.60
$γ$	-0.0072	-0.60
$λ_{1}$	0.0118	1.77
$λ_{2}$	0.0126	5.92
$λ_{3}$	0.9863	421.32

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Ijtt Co Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ijtt Co Ltd Analyses