Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	126
$α$	0.1409	15.53
$β$	0.5842	42.58
$γ$	0.0789	6.06
$λ_{1}$	0.0260	1.29
$λ_{2}$	0.0131	2.37
$λ_{3}$	0.9799	102.03

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Paramount Bed Hldgs Co Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Paramount Bed Hldgs Co Ltd Analyses