Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1072	6.12
$α$	0.1636	6.89
$β$	0.7271	19.61
$γ_{1}$	-0.0356	-1.64
$γ_{2}$	0.0663	1.86
$γ_{3}$	-0.0842	-2.85
$γ_{4}$	0.1328	5.11
$γ_{5}$	-0.1687	-4.44

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With Us Corp Spline-GARCH Volatility Analysis

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