Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8343	7.57
$α$	0.1101	2.14
$β$	0.4388	1.13
$γ_{1}$	-0.1380	-1.50

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Recruit Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Recruit Holdings Co Ltd Analyses