Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.3065	2.30
$α$	0.3576	3.18
$β$	0.0020	0.14
$γ_{1}$	45.4897	1.60
$γ_{2}$	-73.1847	-1.70
$γ_{3}$	49.0722	1.36
$γ_{4}$	-42.0857	-1.19
$γ_{5}$	28.1040	1.09
$γ_{6}$	-7.2505	-0.40
$γ_{7}$	14.7711	0.55
$γ_{8}$	-18.6522	-0.42
$γ_{9}$	-69.0590	-1.26
$γ_{10}$	134.4638	3.48

V-Lab

Tryt Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tryt Inc Analyses