Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.9337	4.77
$α$	0.2095	5.41
$β$	0.6397	13.47
$γ_{1}$	0.2089	2.62
$γ_{2}$	-0.3312	-2.92
$γ_{3}$	0.2040	2.94
$γ_{4}$	-0.0899	-1.20
$γ_{5}$	-0.0686	-0.69
$γ_{6}$	0.1110	0.86

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Tokyo Nissan Computer Sys Co Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tokyo Nissan Computer Sys Co Analyses