Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.5424	6.27
$α$	0.2191	7.03
$β$	0.6414	20.23
$γ_{1}$	0.0210	0.40
$γ_{2}$	0.0452	0.54
$γ_{3}$	-0.1531	-2.47
$γ_{4}$	0.1157	2.05
$γ_{5}$	-0.0083	-0.14
$γ_{6}$	-0.0277	-0.50
$γ_{7}$	-0.0333	-0.62
$γ_{8}$	0.1262	2.28
$γ_{9}$	-0.2006	-3.54
$γ_{10}$	0.1799	4.32

V-Lab

Pasco Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pasco Corp Analyses