Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7358	2.82
$α$	0.2683	1.02
$β$	0.7316	2.78
$γ_{1}$	-19.0308	-1.31
$γ_{2}$	18.6886	1.16
$γ_{3}$	4.0619	0.58
$γ_{4}$	-7.4600	-0.98
$γ_{5}$	4.5736	0.72
$γ_{6}$	-0.0687	-0.01
$γ_{7}$	0.8099	0.13
$γ_{8}$	-17.1612	-1.62
$γ_{9}$	60.0503	2.62
$γ_{10}$	-156.8201	-5.41

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Visionaryholdings Co Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Visionaryholdings Co Ltd Analyses