Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.2730	2.95
$α$	0.2580	4.39
$β$	0.5843	9.70
$γ_{1}$	0.1610	0.75
$γ_{2}$	0.0047	0.01
$γ_{3}$	-0.3669	-1.66
$γ_{4}$	0.4325	1.95
$γ_{5}$	-0.4936	-1.75
$γ_{6}$	0.3935	1.40
$γ_{7}$	-0.1592	-0.66
$γ_{8}$	0.1242	0.46
$γ_{9}$	-0.3780	-1.37
$γ_{10}$	0.4891	2.44

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I'Rom Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other I'Rom Group Co Ltd Analyses