Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.9169	4.80
$α$	0.2060	5.48
$β$	0.6406	13.30
$γ_{1}$	0.2061	2.59
$γ_{2}$	-0.3263	-2.89
$γ_{3}$	0.1992	2.88
$γ_{4}$	-0.0823	-1.10
$γ_{5}$	-0.0850	-0.91
$γ_{6}$	0.1586	1.99

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Tokyo Nissan Computer Sys Co Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

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