Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	46
$α$	0.1783	17.76
$β$	0.7407	53.54
$γ$	0.0517	2.82
$λ_{1}$	10.0000	0.10
$λ_{2}$	0.0072	0.06
$λ_{3}$	0.1121	0.01

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Money Partners Group Co Ltd MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Money Partners Group Co Ltd Analyses