Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0613	6.22
$α$	0.1602	7.26
$β$	0.6992	18.12
$γ_{1}$	-0.1439	-2.52
$γ_{2}$	0.1483	1.66
$γ_{3}$	-0.0002	-0.00
$γ_{4}$	0.0800	1.31
$γ_{5}$	-0.1378	-1.66
$γ_{6}$	0.0581	0.69

V-Lab

Shl-Japan Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Shl-Japan Ltd Analyses