Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2366	4.86
$α$	0.2183	6.46
$β$	0.5762	11.36
$γ_{1}$	-0.0224	-0.16
$γ_{2}$	0.0214	0.10
$γ_{3}$	0.1668	1.06
$γ_{4}$	-0.4653	-3.26
$γ_{5}$	0.6099	4.23
$γ_{6}$	-0.5894	-3.62
$γ_{7}$	0.4736	2.49
$γ_{8}$	-0.4301	-2.65
$γ_{9}$	0.5206	3.45
$γ_{10}$	-0.3942	-2.68

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Zuken Elmic Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Zuken Elmic Inc Analyses