Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.7977	5.82
$α$	0.1715	8.04
$β$	0.6864	22.66
$γ_{1}$	0.0167	2.59
$γ_{2}$	-0.0235	-2.76
$γ_{3}$	0.0114	2.52
$γ_{4}$	-0.0051	-1.45

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Nec Networks & Sys Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nec Networks & Sys Analyses