Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	71
$α$	0.1701	24.95
$β$	0.5156	39.21
$γ$	0.0275	2.72
$λ_{1}$	2.4298	0.35
$λ_{2}$	0.7152	0.34
$λ_{3}$	0.0000	0.00

V-Lab

Jamco Corp MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jamco Corp Analyses