Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.6688	5.05
$α$	0.1045	10.28
$β$	0.8870	89.66
$γ_{1}$	-0.0185	-0.25
$γ_{2}$	0.0484	0.44
$γ_{3}$	-0.0766	-1.01
$γ_{4}$	0.0794	1.29
$γ_{5}$	-0.0460	-0.70
$γ_{6}$	0.0440	0.58
$γ_{7}$	-0.1588	-2.35
$γ_{8}$	0.2318	5.30

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Logisteed Ltd Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Logisteed Ltd Analyses