Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0442	5.93
$α$	0.1520	7.37
$β$	0.7371	20.89
$γ_{1}$	-0.1541	-2.57
$γ_{2}$	0.1648	1.76
$γ_{3}$	-0.0174	-0.27
$γ_{4}$	0.1130	1.99
$γ_{5}$	-0.2047	-3.35
$γ_{6}$	0.2040	1.34

V-Lab

Shl-Japan Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Shl-Japan Ltd Analyses