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
$α$	0.2308	12.81
$β$	0.3739	3.64
$γ$	-0.0878	-1.16
$λ_{1}$	2.4324	0.20
$λ_{2}$	0.7840	0.28
$λ_{3}$	0.0000	0.00

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Rheos Capital Works Inc MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rheos Capital Works Inc Analyses