Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.9954	14.37***
α ARCH Response to squared shocks	0.1041	4.14***
β GARCH Volatility persistence	0.4892	20.05***
ν DF Student-t tail thickness	3.8165	2.03**

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Kusuri No Aoki Holdings Co GAS-GARCH Student T Volatility Analysis

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