Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.8126	4.62
$α$	0.1866	8.03
$β$	0.6609	18.60
$γ_{1}$	0.1724	1.75
$γ_{2}$	-0.2535	-1.80
$γ_{3}$	0.2166	2.22
$γ_{4}$	-0.2531	-2.85
$γ_{5}$	0.1756	1.77
$γ_{6}$	-0.0550	-0.51
$γ_{7}$	-0.0904	-0.88
$γ_{8}$	0.2554	2.47
$γ_{9}$	-0.4117	-3.74
$γ_{10}$	0.3872	4.32

V-Lab

Tanaka Chemical Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tanaka Chemical Analyses