Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.5472	4.08
$α$	0.1537	5.19
$β$	0.6968	15.08
$γ_{1}$	-0.3146	-2.90
$γ_{2}$	0.3105	2.12
$γ_{3}$	-0.0220	-0.27
$γ_{4}$	0.1326	1.71
$γ_{5}$	-0.2260	-2.95
$γ_{6}$	0.2703	3.49
$γ_{7}$	-0.2122	-2.29
$γ_{8}$	0.0762	0.71
$γ_{9}$	-0.2016	-1.60
$γ_{10}$	0.5225	2.81

V-Lab

Gl Sciences Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Gl Sciences Inc Analyses