Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.0858	16.95
$β$	0.6709	36.24
$γ$	0.0757	11.09
$λ_{1}$	0.0968	2.25
$λ_{2}$	0.0503	2.41
$λ_{3}$	0.9227	30.19

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Hokkoku Bank Ltd/The MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hokkoku Bank Ltd/The Analyses