Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.3683	5.57
$α$	0.1834	8.05
$β$	0.6434	17.36
$γ_{1}$	0.0595	1.29
$γ_{2}$	-0.1192	-1.78
$γ_{3}$	0.1210	2.77
$γ_{4}$	-0.1073	-2.91
$γ_{5}$	0.0978	2.74
$γ_{6}$	-0.0893	-1.96
$γ_{7}$	0.0491	1.11
$γ_{8}$	-0.0147	-0.49

V-Lab

Jamco Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jamco Corp Analyses