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
$α$	0.2257	13.77
$β$	0.6016	16.21
$γ$	-0.1071	-3.66
$λ_{1}$	0.0106	0.27
$λ_{2}$	1.0000	13.22
$λ_{3}$	0.0000	0.00

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Wealthnavi Inc MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Wealthnavi Inc Analyses