Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3428	3.94
$α$	0.1773	6.84
$β$	0.7865	42.05
$γ_{1}$	-0.0851	-3.74
$γ_{2}$	0.1211	3.70
$γ_{3}$	-0.0284	-1.22
$γ_{4}$	-0.0591	-1.95

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NTT DOCOMO Inc Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NTT DOCOMO Inc Analyses