Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	3.5002	1.33
$α$	0.3631	6.00
$β$	0.6188	17.12
$γ_{1}$	-0.2446	-0.99
$γ_{2}$	0.5219	1.47
$γ_{3}$	-0.3197	-1.77
$γ_{4}$	-0.0582	-0.44
$γ_{5}$	0.1541	0.88
$γ_{6}$	-0.1244	-0.50
$γ_{7}$	0.2569	1.06
$γ_{8}$	-0.3982	-2.22
$γ_{9}$	0.4012	2.04
$γ_{10}$	-1.0674	-3.98

V-Lab

Sunautas Co Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sunautas Co Ltd Analyses