Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.5684	3.07
$α$	0.1594	5.64
$β$	0.6888	15.10
$γ_{1}$	-0.3074	-2.13
$γ_{2}$	0.2961	1.46
$γ_{3}$	0.1147	1.00
$γ_{4}$	-0.1997	-2.19
$γ_{5}$	0.1542	1.80
$γ_{6}$	-0.1674	-1.57
$γ_{7}$	0.2895	1.58
$γ_{8}$	-0.3404	-1.27
$γ_{9}$	0.2982	1.29
$γ_{10}$	-0.1987	-1.88

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Fuji Electric Engineering & Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fuji Electric Engineering & Construction Co Ltd Analyses