Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.2790	26.86
$α$	0.1408	40.30
$β$	0.8048	205.67
$γ$	0.4015	9.51

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NTT Data Group Corp AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NTT Data Group Corp Analyses