Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.5640	5.90
$α$	0.1490	5.02
$β$	0.6731	11.89
$γ_{1}$	0.2485	0.78
$γ_{2}$	-0.4312	-0.85
$γ_{3}$	0.3816	1.43
$γ_{4}$	-0.2408	-1.58
$γ_{5}$	-0.0111	-0.07
$γ_{6}$	0.1073	0.65
$γ_{7}$	-0.2078	-1.25
$γ_{8}$	0.5730	1.73

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Conexio Corp Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Conexio Corp Analyses