Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	26
$α$	0.0186	6.51
$β$	0.7735	109.63
$γ$	0.1880	31.89
$λ_{1}$	0.0351	4.27
$λ_{2}$	0.0796	3.85
$λ_{3}$	0.8987	35.59

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Nikkei 300 Index MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Nikkei 300 Index Analyses