Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	51
$α$	0.1040	18.55
$β$	0.7134	48.58
$γ$	0.0507	6.37
$λ_{1}$	0.0684	1.45
$λ_{2}$	0.2546	1.47
$λ_{3}$	0.7304	3.90

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Nagano Bank Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nagano Bank Ltd Analyses