Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1031	6.73
$α$	0.1112	6.92
$β$	0.8104	29.72
$γ_{1}$	-0.1470	-3.01
$γ_{2}$	0.3193	4.47
$γ_{3}$	-0.2634	-4.91
$γ_{4}$	0.0428	0.86
$γ_{5}$	0.1772	4.23
$γ_{6}$	-0.2457	-4.79
$γ_{7}$	0.1760	2.60
$γ_{8}$	-0.0673	-0.84
$γ_{9}$	-0.0009	-0.01
$γ_{10}$	0.0129	0.18

V-Lab

Daiken Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Daiken Corp Analyses