Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	31
$α$	0.1180	25.88
$β$	0.5703	31.97
$γ$	0.0954	11.19
$λ_{1}$	0.0510	0.92
$λ_{2}$	0.1233	2.57
$λ_{3}$	0.8767	17.23

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Descente Ltd MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Descente Ltd Analyses