Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0120	6.23
$α$	0.1101	6.86
$β$	0.8146	31.77
$γ_{1}$	-0.1836	-3.67
$γ_{2}$	0.3762	5.20
$γ_{3}$	-0.2975	-5.56
$γ_{4}$	0.0620	1.25
$γ_{5}$	0.1738	4.12
$γ_{6}$	-0.2529	-4.91
$γ_{7}$	0.1844	2.73
$γ_{8}$	-0.0690	-0.90
$γ_{9}$	-0.0121	-0.17
$γ_{10}$	0.0481	0.29

V-Lab

Daiken Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Daiken Corp Analyses