Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.2333	25.98
$β$	0.5449	37.20
$γ$	-0.0407	-3.06
$λ_{1}$	0.0238	2.35
$λ_{2}$	0.0398	4.00
$λ_{3}$	0.9582	90.71

V-Lab

Glosel Co Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Glosel Co Ltd Analyses