Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.7211	3.53
$α$	0.1833	8.59
$β$	0.7483	23.32
$γ_{1}$	0.1021	1.42
$γ_{2}$	-0.1762	-1.74
$γ_{3}$	0.1198	2.06
$γ_{4}$	-0.0477	-0.80
$γ_{5}$	-0.0246	-0.32
$γ_{6}$	0.1099	1.41
$γ_{7}$	-0.2202	-3.02
$γ_{8}$	0.3442	4.43
$γ_{9}$	-0.8965	-10.13

V-Lab

Jamco Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jamco Corp Analyses