Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	111
$α$	0.0547	10.96
$β$	0.8448	175.26
$γ$	0.1328	18.59
$λ_{1}$	0.4616	18.32
$λ_{2}$	0.9480	37.65
$λ_{3}$	0.0000	0.00

V-Lab

Bank Tokyo-Mitsubishi MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bank Tokyo-Mitsubishi Analyses