Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.3133	12.49
$α$	0.0947	13.65
$β$	0.8815	153.57
$γ$	-0.0172	-1.52

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Tecnos Japan Incorporated GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tecnos Japan Incorporated Analyses