Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.3158	9.07
$α$	0.2942	7.79
$β$	0.3823	7.14
$γ_{1}$	0.0348	0.59
$γ_{2}$	-0.1003	-0.97
$γ_{3}$	0.2324	2.85
$γ_{4}$	-0.3681	-5.79
$γ_{5}$	0.3957	6.09
$γ_{6}$	-0.3696	-4.75
$γ_{7}$	0.3091	3.31
$γ_{8}$	-0.2127	-2.02
$γ_{9}$	0.3373	1.71

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Global Food Creators Co Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Global Food Creators Co Ltd Analyses