Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0517	25.89
$α$	0.1001	32.19
$β$	0.8999	296.89
$γ$	0.1796	8.32
$δ$	0.9195	31.22

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Logisteed Ltd APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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