Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.1993	3.75
$α$	0.1433	4.24
$β$	0.3271	2.64
$γ_{1}$	-6.2740	-3.95
$γ_{2}$	8.7219	3.82
$γ_{3}$	-4.2991	-3.70
$γ_{4}$	2.5288	2.82
$γ_{5}$	-0.1952	-0.22
$γ_{6}$	-0.5196	-0.54
$γ_{7}$	-0.2530	-0.27

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Visionaryholdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Visionaryholdings Co Ltd Analyses