Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5937	2.37
$α$	0.1489	2.33
$β$	0.5205	3.82
$γ_{1}$	0.4175	0.06
$γ_{2}$	5.9431	0.68
$γ_{3}$	-9.7972	-2.19
$γ_{4}$	0.4762	0.11
$γ_{5}$	5.0980	0.90
$γ_{6}$	-0.0540	-0.01
$γ_{7}$	-1.9625	-0.33
$γ_{8}$	-4.7781	-0.66
$γ_{9}$	16.3848	1.27
$γ_{10}$	-82.1046	-3.28

V-Lab

Wealthnavi Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Wealthnavi Inc Analyses