Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5093	8.76
$α$	0.0605	6.62
$β$	0.8904	55.96
$γ_{1}$	0.0429	1.60
$γ_{2}$	-0.0034	-0.08
$γ_{3}$	-0.1262	-4.34
$γ_{4}$	0.1844	7.53
$γ_{5}$	-0.1601	-7.03
$γ_{6}$	0.1035	2.74

V-Lab

Mitsumi Electric Co Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mitsumi Electric Co Ltd Analyses