Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8877	6.54
$α$	0.1100	2.15
$β$	0.4542	1.15
$γ_{1}$	0.0839	0.20

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Recruit Holdings Co Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Recruit Holdings Co Ltd Analyses