Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	76
$α$	0.4709	33.65
$β$	0.6495	75.92
$γ$	-0.3254	-17.83
$λ_{1}$	10.0000	0.72
$λ_{2}$	0.4755	0.71
$λ_{3}$	0.0000	0.00

V-Lab

Sunautas Co Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sunautas Co Ltd Analyses