Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.2938	5.96
$α$	0.1786	4.84
$β$	0.6658	20.13
$γ_{1}$	0.0555	0.66
$γ_{2}$	-0.1238	-0.93
$γ_{3}$	0.2393	2.18
$γ_{4}$	-0.3519	-3.30
$γ_{5}$	0.2784	2.39
$γ_{6}$	-0.0242	-0.17
$γ_{7}$	-0.1937	-0.89
$γ_{8}$	0.1055	0.45
$γ_{9}$	0.2110	1.20
$γ_{10}$	-1.2101	-8.16

V-Lab

Itochu Techno-Solutions Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Itochu Techno-Solutions Corp Analyses