Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3544	2.68
$α$	0.2608	5.96
$β$	0.6950	18.11
$γ_{1}$	-0.0237	-0.08
$γ_{2}$	-0.0367	-0.09
$γ_{3}$	-0.0475	-0.17
$γ_{4}$	0.3690	1.43
$γ_{5}$	-0.6132	-2.80
$γ_{6}$	0.5350	1.93
$γ_{7}$	-0.1230	-0.40
$γ_{8}$	0.0623	0.26
$γ_{9}$	-0.5351	-2.32
$γ_{10}$	1.3524	3.24

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Trust Co Ltd (Japan) Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Trust Co Ltd (Japan) Analyses