Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.5282	2.77
$α$	0.2454	6.10
$β$	0.7520	24.52
$γ_{1}$	-2.4461	-0.17
$γ_{2}$	2.5705	0.18
$γ_{3}$	-2.6918	-0.49
$γ_{4}$	4.5926	1.07
$γ_{5}$	-0.0078	-0.00
$γ_{6}$	-14.8524	-2.89
$γ_{7}$	23.2304	6.06

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Wealthnavi Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Wealthnavi Inc Analyses