Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2966	2.40
$α$	0.3425	5.10
$β$	0.5763	13.19
$γ_{1}$	-0.2748	-0.82
$γ_{2}$	0.3822	0.85
$γ_{3}$	-0.3207	-1.06
$γ_{4}$	0.5801	1.89
$γ_{5}$	-0.6434	-2.50
$γ_{6}$	0.1088	0.40
$γ_{7}$	1.0046	2.83
$γ_{8}$	-1.8157	-5.15
$γ_{9}$	1.6247	5.12
$γ_{10}$	-0.8862	-2.71

V-Lab

Samantha Thavasa Japan Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Samantha Thavasa Japan Ltd Analyses