Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.0982	5.96
$α$	0.1861	7.28
$β$	0.7642	34.77
$γ_{1}$	0.0755	4.37
$γ_{2}$	-0.1272	-4.62
$γ_{3}$	0.0911	4.14
$γ_{4}$	-0.0733	-3.71
$γ_{5}$	0.0812	4.31
$γ_{6}$	-0.2556	-9.01

V-Lab

Pasco Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pasco Corp Analyses