Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.5116	3.15
$α$	0.1815	10.77
$β$	0.8092	53.58
$γ_{1}$	-0.0924	-0.81
$γ_{2}$	0.1820	1.18
$γ_{3}$	-0.1328	-1.70
$γ_{4}$	0.0003	0.00
$γ_{5}$	0.0970	1.03
$γ_{6}$	-0.0873	-0.83
$γ_{7}$	0.0453	0.30
$γ_{8}$	-0.0073	-0.03
$γ_{9}$	-0.1690	-0.91
$γ_{10}$	0.3246	3.74

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Sumitomo Mitsui Constr Co Lt Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sumitomo Mitsui Constr Co Lt Analyses