Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.4432	4.16
$α$	0.2962	7.12
$β$	0.5907	15.46
$γ_{1}$	0.3699	1.48
$γ_{2}$	-0.6148	-1.55
$γ_{3}$	0.3078	1.01
$γ_{4}$	-0.1532	-0.41
$γ_{5}$	0.3936	1.12
$γ_{6}$	-0.6782	-2.91
$γ_{7}$	0.6703	3.37
$γ_{8}$	-0.6066	-2.99
$γ_{9}$	0.7896	3.50
$γ_{10}$	-1.9532	-8.48

V-Lab

Nihon Chouzai Co Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nihon Chouzai Co Ltd Analyses