Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	26
$α$	0.4079	13.97
$β$	0.0788	2.57
$γ$	-0.1689	-3.65
$λ_{1}$	0.1119	0.57
$λ_{2}$	1.0000	2.85
$λ_{3}$	0.0000	0.00

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Ipet Holdings Inc MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ipet Holdings Inc Analyses