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
$α$	0.0788	21.19
$β$	0.6079	24.87
$γ$	0.1094	15.71
$λ_{1}$	0.3737	1.00
$λ_{2}$	0.1548	1.05
$λ_{3}$	0.7480	3.05

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Juroku Bank Ltd/The MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Juroku Bank Ltd/The Analyses