Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	66
$α$	0.3402	18.47
$β$	0.3086	11.83
$γ$	-0.1172	-4.67
$λ_{1}$	0.7188	0.76
$λ_{2}$	0.3853	0.83
$λ_{3}$	0.5225	0.87

V-Lab

Mics Chemical Co Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mics Chemical Co Ltd Analyses