Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4715	3.72
$α$	0.2219	4.78
$β$	0.6654	16.11
$γ_{1}$	0.0312	0.13
$γ_{2}$	-0.2071	-0.52
$γ_{3}$	0.3797	1.39
$γ_{4}$	-0.2692	-1.63
$γ_{5}$	0.1114	0.71
$γ_{6}$	-0.1969	-0.60
$γ_{7}$	0.3886	0.96
$γ_{8}$	-0.4708	-1.44
$γ_{9}$	0.4628	2.00
$γ_{10}$	-1.1250	-3.67

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Cybernet Systems Co Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cybernet Systems Co Ltd Analyses