Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9939	4.90
$α$	0.1185	6.98
$β$	0.7957	34.17
$γ_{1}$	0.0005	0.01
$γ_{2}$	-0.0621	-0.66
$γ_{3}$	0.0750	1.22
$γ_{4}$	0.0233	0.40
$γ_{5}$	-0.1296	-2.22
$γ_{6}$	0.2842	4.01
$γ_{7}$	-0.3912	-4.49
$γ_{8}$	0.3130	3.65
$γ_{9}$	-0.2045	-2.73
$γ_{10}$	0.2630	2.74

V-Lab

Yaoko Co Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Yaoko Co Ltd Analyses