Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.7428	3.81
$α$	0.1863	8.10
$β$	0.6668	21.64
$γ_{1}$	0.0480	0.50
$γ_{2}$	0.0368	0.26
$γ_{3}$	-0.1666	-1.50
$γ_{4}$	0.2011	1.59
$γ_{5}$	-0.3639	-2.59
$γ_{6}$	0.4887	4.02
$γ_{7}$	-0.4783	-4.30
$γ_{8}$	0.5664	4.82
$γ_{9}$	-0.8159	-4.20

V-Lab

Raysum Co Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Raysum Co Ltd Analyses