Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	56
$α$	0.4019	19.42
$β$	0.5683	39.40
$γ$	-0.1614	-5.89
$λ_{1}$	0.0847	1.76
$λ_{2}$	0.0346	2.88
$λ_{3}$	0.9633	67.83

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Samantha Thavasa Japan Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Samantha Thavasa Japan Ltd Analyses