Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.5070	4.04
$α$	0.1898	3.50
$β$	0.7182	13.09
$γ_{1}$	-0.1070	-1.64
$γ_{2}$	0.2177	2.05
$γ_{3}$	-0.2784	-3.06
$γ_{4}$	0.3121	3.40
$γ_{5}$	-0.2198	-1.84
$γ_{6}$	0.1184	1.13

V-Lab

Inv Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Inv Inc Analyses