Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.2237	8.65
$α$	0.3026	7.74
$β$	0.3851	7.48
$γ_{1}$	0.0138	0.23
$γ_{2}$	-0.0705	-0.67
$γ_{3}$	0.2144	2.59
$γ_{4}$	-0.3469	-5.43
$γ_{5}$	0.3675	5.63
$γ_{6}$	-0.3269	-4.11
$γ_{7}$	0.2259	2.31
$γ_{8}$	-0.0265	-0.21
$γ_{9}$	-0.1010	-0.86

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Global Food Creators Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Global Food Creators Co Ltd Analyses