Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.8562	3.58
$α$	0.1749	4.44
$β$	0.6292	9.97
$γ_{1}$	0.5214	0.98
$γ_{2}$	-0.6455	-0.81
$γ_{3}$	-0.1673	-0.34
$γ_{4}$	0.6407	1.60
$γ_{5}$	-0.1106	-0.28
$γ_{6}$	-0.9964	-2.34
$γ_{7}$	1.6022	3.28
$γ_{8}$	-1.3337	-2.19
$γ_{9}$	0.6154	1.13

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Tecnos Japan Incorporated Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tecnos Japan Incorporated Analyses