Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1393	6.16
$α$	0.1038	10.03
$β$	0.8616	65.81
$γ_{1}$	-0.0510	-0.94
$γ_{2}$	0.1319	1.53
$γ_{3}$	-0.1142	-1.50
$γ_{4}$	-0.0258	-0.32
$γ_{5}$	0.1123	1.56
$γ_{6}$	-0.0693	-1.07
$γ_{7}$	0.0494	0.75
$γ_{8}$	-0.0728	-0.92
$γ_{9}$	0.1309	1.40
$γ_{10}$	-0.6353	-5.22

V-Lab

Descente Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Descente Ltd Analyses