Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.4344	6.77
$α$	0.2166	5.44
$β$	0.6456	12.87
$γ_{1}$	-0.0048	-0.09
$γ_{2}$	0.0930	1.10
$γ_{3}$	-0.1885	-3.12
$γ_{4}$	0.1445	2.69
$γ_{5}$	-0.0231	-0.44
$γ_{6}$	-0.0653	-1.22
$γ_{7}$	0.0566	1.06
$γ_{8}$	-0.0045	-0.08
$γ_{9}$	-0.0231	-0.42
$γ_{10}$	0.0311	0.94

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Nippon Road Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nippon Road Co Ltd Analyses